+668.7%
BX vs FIS
-41.9%
+710.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -1.8% |
| 7D | -5.7% | -9.1% | +3.4% | -0.8% |
| 30D | -8.9% | -10.4% | +1.6% | -3.6% |
| 3M | +8.4% | -3.7% | +12.1% | +9.5% |
| 6M | +18.9% | -24.8% | +43.7% | +36.6% |
| YTD | -13.6% | -41.6% | +27.9% | +13.6% |
| 1Y | -22.4% | -42.7% | +20.3% | +2.7% |
| 3Y | +26.0% | -26.2% | +52.2% | +42.4% |
| 5Y | +18.8% | -66.1% | +84.9% | +100.9% |
| 10Y | +668.7% | -40.9% | +709.6% | +930.3% |
| All | +668.7% | -41.9% | +710.7% | +930.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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