+635.8%
BX vs FFIV
+118.6%
+517.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.8% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +14.2% | -32.4% | +46.6% | +36.8% |
| 3M | -18.7% | -25.7% | +6.9% | -8.2% |
| 6M | +2.5% | -13.5% | +16.0% | +5.4% |
| YTD | -18.8% | +21.1% | -39.9% | -32.1% |
| 1Y | -10.3% | +29.4% | -39.7% | -27.9% |
| 3Y | +35.4% | +94.9% | -59.5% | -15.8% |
| 5Y | +0.3% | +34.7% | -34.5% | -25.2% |
| All | +635.8% | +118.6% | +517.2% | +294.2% |
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