+679.5%
BX vs FIVE
+475.1%
+204.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -2.0% | +3.7% | -5.6% | -3.1% |
| 30D | -2.3% | +4.0% | -6.3% | -3.7% |
| 3M | +18.5% | +36.2% | -17.7% | +7.3% |
| 6M | +23.7% | +18.0% | +5.7% | +15.5% |
| YTD | -10.4% | +34.9% | -45.2% | -19.9% |
| 1Y | -19.6% | +67.9% | -87.5% | -33.3% |
| 3Y | +30.8% | +57.3% | -26.5% | +2.3% |
| 5Y | +24.3% | +39.5% | -15.2% | -2.0% |
| 10Y | +679.5% | +496.4% | +183.1% | +346.1% |
| All | +679.5% | +475.1% | +204.4% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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