+680.0%
BX vs FFIV
+130.1%
+549.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -1.3% |
| 30D | +7.3% | -32.4% | +39.7% | +28.7% |
| 3M | -16.3% | -22.7% | +6.4% | -7.3% |
| 6M | +2.5% | -10.7% | +13.2% | +3.7% |
| YTD | -17.6% | +25.4% | -42.9% | -32.3% |
| 1Y | -12.4% | +34.2% | -46.5% | -30.9% |
| 3Y | +36.2% | +101.2% | -65.0% | -16.7% |
| 5Y | +3.0% | +42.0% | -39.0% | -25.1% |
| 10Y | +680.0% | +126.7% | +553.3% | +308.0% |
| All | +680.0% | +130.1% | +549.9% | +308.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling