+32.9%
BX vs FIS
-17.8%
+50.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -4.4% | +1.1% | -5.5% | -4.9% |
| 30D | +0.1% | -2.2% | +2.3% | +1.1% |
| 3M | +16.0% | +2.1% | +13.9% | +13.9% |
| 6M | +21.6% | -14.7% | +36.3% | +30.1% |
| YTD | -8.9% | -35.7% | +26.8% | +13.4% |
| 1Y | -16.6% | -37.1% | +20.4% | +4.6% |
| All | +32.9% | -17.8% | +50.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling