+664.4%
BX vs FLEX
+1,095.3%
-430.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.2% |
| 7D | -5.7% | +6.4% | -12.0% | -7.8% |
| 30D | -8.9% | -5.9% | -3.0% | -7.4% |
| 3M | +8.4% | -23.5% | +31.8% | +15.9% |
| 6M | +18.9% | +83.7% | -64.8% | -15.5% |
| YTD | -13.6% | +86.5% | -100.1% | -39.6% |
| 1Y | -22.4% | +100.5% | -122.9% | -48.2% |
| 3Y | +26.0% | +469.8% | -443.8% | -49.1% |
| 5Y | +18.8% | +725.7% | -706.9% | -59.1% |
| All | +664.4% | +1,095.3% | -430.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling