+27.6%
BX vs FIVE
+31.2%
-3.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.7% |
| 7D | -4.4% | +4.3% | -8.6% | -5.7% |
| 30D | +0.1% | +12.5% | -12.4% | -3.8% |
| 3M | +16.0% | +31.2% | -15.2% | +5.9% |
| 6M | +21.6% | +14.4% | +7.3% | +14.4% |
| YTD | -8.9% | +33.9% | -42.8% | -18.8% |
| 1Y | -16.6% | +65.1% | -81.7% | -31.2% |
| 3Y | +43.3% | +49.0% | -5.6% | +14.9% |
| All | +27.6% | +31.2% | -3.6% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling