+1,795.0%
BX vs FIVE
+822.5%
+972.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -9.6% | +4.0% | -13.6% | -10.8% |
| 6M | -2.3% | +2.6% | -4.9% | -4.2% |
| YTD | -19.3% | +27.6% | -46.8% | -25.8% |
| 1Y | -13.2% | +59.9% | -73.2% | -25.2% |
| 3Y | +33.8% | +35.8% | -2.0% | +12.4% |
| 5Y | 0.0% | +14.4% | -14.4% | -14.6% |
| 10Y | +685.4% | +576.1% | +109.2% | +351.6% |
| All | +1,795.0% | +822.5% | +972.5% | +932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling