+33.8%
BX vs FIVE
+34.8%
-1.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +7.9% | +17.7% | -9.8% | +4.4% |
| 3M | -9.6% | +4.0% | -13.6% | -10.5% |
| 6M | -2.3% | +2.6% | -4.9% | -3.5% |
| YTD | -19.3% | +27.6% | -46.8% | -24.4% |
| 1Y | -13.2% | +59.9% | -73.2% | -22.7% |
| 3Y | +33.8% | +35.8% | -2.0% | +6.9% |
| All | +33.8% | +34.8% | -1.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling