+0.4%
BX vs FLEX
+421.8%
-421.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.7% |
| 7D | +0.6% | +7.5% | -6.9% | -1.9% |
| 30D | +14.2% | -25.3% | +39.5% | +22.9% |
| 3M | -18.7% | -39.7% | +20.9% | -6.6% |
| 6M | +2.5% | -47.9% | +50.3% | +20.3% |
| YTD | -18.8% | +24.1% | -42.9% | -40.8% |
| 1Y | -10.3% | +26.0% | -36.3% | -35.9% |
| 3Y | +35.4% | +282.7% | -247.3% | -57.8% |
| All | +0.4% | +421.8% | -421.4% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling