+35.4%
BX vs FIS
-38.7%
+74.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | 0.0% |
| 7D | +0.6% | +2.8% | -2.2% | -0.5% |
| 30D | +14.2% | -16.7% | +31.0% | +17.6% |
| 3M | -18.7% | -32.3% | +13.5% | -8.1% |
| 6M | +2.5% | -29.1% | +31.5% | +12.4% |
| YTD | -18.8% | -54.1% | +35.3% | +10.8% |
| 1Y | -10.3% | -53.7% | +43.4% | +21.6% |
| 3Y | +35.4% | -38.8% | +74.2% | +38.6% |
| All | +35.4% | -38.7% | +74.1% | +38.6% |
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