+0.4%
BX vs FIX
+1,026.2%
-1,025.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | +0.6% | +9.4% | -8.9% | -2.1% |
| 30D | +14.2% | -27.8% | +42.0% | +23.5% |
| 3M | -18.7% | -35.6% | +16.8% | -9.6% |
| 6M | +2.5% | -45.2% | +47.7% | +18.4% |
| YTD | -18.8% | +19.5% | -38.3% | -31.7% |
| 1Y | -10.3% | +24.2% | -34.5% | -26.3% |
| 3Y | +35.4% | +494.2% | -458.8% | -56.2% |
| All | +0.4% | +1,026.2% | -1,025.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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