+668.7%
BX vs FFIV
+239.4%
+429.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.5% | -5.7% |
| 7D | -5.7% | +3.5% | -9.1% | -7.5% |
| 30D | -8.9% | -1.3% | -7.6% | -8.6% |
| 3M | +8.4% | +2.4% | +6.0% | +6.0% |
| 6M | +18.9% | +41.8% | -22.9% | -4.1% |
| YTD | -13.6% | +58.5% | -72.2% | -35.0% |
| 1Y | -22.4% | +24.3% | -46.8% | -33.6% |
| 3Y | +26.0% | +152.0% | -126.0% | -28.4% |
| 5Y | +18.8% | +99.1% | -80.3% | -24.5% |
| 10Y | +668.7% | +242.8% | +426.0% | +272.0% |
| All | +668.7% | +239.4% | +429.3% | +272.0% |
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