+635.8%
BX vs FIVE
+504.2%
+131.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +2.7% | -2.1% | -0.2% |
| 30D | +14.2% | +12.7% | +1.6% | +10.3% |
| 3M | -18.7% | +2.1% | -20.8% | -19.4% |
| 6M | +2.5% | +17.5% | -15.0% | -3.8% |
| YTD | -18.8% | +31.0% | -49.8% | -26.8% |
| 1Y | -10.3% | +67.7% | -78.0% | -25.3% |
| 3Y | +35.4% | +43.4% | -8.0% | +9.4% |
| 5Y | +0.3% | +18.1% | -17.8% | -17.0% |
| All | +635.8% | +504.2% | +131.7% | +340.8% |
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