-16.6%
BX vs FFIV
+25.9%
-42.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.4% | -1.0% | -3.4% | -4.1% |
| 30D | +0.1% | -5.1% | +5.2% | +1.5% |
| 3M | +16.0% | -4.5% | +20.5% | +17.0% |
| 6M | +21.6% | +36.5% | -14.9% | +8.2% |
| YTD | -8.9% | +53.0% | -61.9% | -22.1% |
| 1Y | -16.6% | +24.2% | -40.8% | -25.3% |
| All | -16.6% | +25.9% | -42.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling