+967.7%
BX vs FFIV
+835.3%
+132.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.4% | -1.0% | -3.4% | -4.0% |
| 30D | +0.1% | -5.1% | +5.2% | +2.1% |
| 3M | +16.0% | -4.5% | +20.5% | +17.6% |
| 6M | +21.6% | +36.5% | -14.9% | +5.3% |
| YTD | -8.9% | +53.0% | -61.9% | -25.1% |
| 1Y | -16.6% | +24.2% | -40.8% | -25.6% |
| 3Y | +43.3% | +137.2% | -93.9% | -2.5% |
| 5Y | +25.7% | +91.8% | -66.1% | -6.7% |
| 10Y | +689.5% | +215.2% | +474.3% | +366.5% |
| All | +967.7% | +835.3% | +132.5% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling