+30.8%
BX vs FFIV
+141.9%
-111.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.0% | -1.5% | -0.4% | -1.2% |
| 30D | -2.3% | -2.7% | +0.3% | -1.2% |
| 3M | +18.5% | -1.7% | +20.2% | +18.5% |
| 6M | +23.7% | +36.1% | -12.4% | +2.7% |
| YTD | -10.4% | +52.6% | -63.0% | -30.7% |
| 1Y | -19.6% | +21.5% | -41.1% | -29.4% |
| 3Y | +30.8% | +142.7% | -111.9% | -25.3% |
| All | +30.8% | +141.9% | -111.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling