+838.5%
BX vs FFIV
+660.8%
+177.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | +8.8% | -33.3% | +42.1% | +26.5% |
| 3M | -18.3% | -24.9% | +6.6% | -10.0% |
| 6M | -1.5% | -10.5% | +9.0% | +0.2% |
| YTD | -19.9% | +24.4% | -44.4% | -29.8% |
| 1Y | -14.5% | +32.3% | -46.8% | -27.0% |
| 3Y | +32.3% | +99.7% | -67.4% | -5.4% |
| 5Y | -1.1% | +38.4% | -39.6% | -18.0% |
| 10Y | +657.8% | +125.0% | +532.8% | +402.2% |
| All | +838.5% | +660.8% | +177.7% | +173.3% |
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 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