+851.5%
BX vs FIS
+32.8%
+818.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -1.1% |
| 7D | +0.6% | +2.8% | -2.2% | -1.4% |
| 30D | +14.2% | -16.7% | +31.0% | +22.0% |
| 3M | -18.7% | -32.3% | +13.5% | -1.8% |
| 6M | +2.5% | -29.1% | +31.5% | +18.9% |
| YTD | -18.8% | -54.1% | +35.3% | +22.7% |
| 1Y | -10.3% | -53.7% | +43.4% | +34.5% |
| 3Y | +35.4% | -38.8% | +74.2% | +65.3% |
| 5Y | +0.3% | -71.1% | +71.4% | +86.5% |
| 10Y | +668.4% | -53.1% | +721.4% | +859.6% |
| All | +851.5% | +32.8% | +818.8% | +380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling