-12.4%
BX vs FFIV
+32.9%
-45.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | +7.3% | -32.4% | +39.7% | +15.3% |
| 3M | -16.3% | -22.7% | +6.4% | -13.5% |
| 6M | +2.5% | -10.7% | +13.2% | +0.5% |
| YTD | -17.6% | +25.4% | -42.9% | -29.8% |
| 1Y | -12.4% | +34.2% | -46.5% | -28.4% |
| All | -12.4% | +32.9% | -45.3% | -28.4% |
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