+1,867.1%
BX vs FIVE
+874.1%
+993.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.3% |
| 7D | +3.3% | +6.2% | -2.9% | +1.7% |
| 30D | +9.6% | +18.2% | -8.6% | +4.8% |
| 3M | -8.7% | +3.8% | -12.5% | -9.9% |
| 6M | +2.2% | +13.7% | -11.5% | -2.5% |
| YTD | -16.2% | +34.7% | -50.9% | -24.1% |
| 1Y | -11.5% | +66.6% | -78.1% | -24.5% |
| 3Y | +41.0% | +44.3% | -3.3% | +16.5% |
| 5Y | +1.1% | +18.8% | -17.7% | -14.5% |
| 10Y | +710.1% | +569.2% | +140.9% | +363.7% |
| All | +1,867.1% | +874.1% | +993.0% | +955.8% |
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 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