+838.5%
BX vs FLEX
+819.0%
+19.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | -1.1% | +17.1% | -18.1% | -7.6% |
| 30D | +8.8% | -29.5% | +38.4% | +22.0% |
| 3M | -18.3% | -37.3% | +19.0% | -4.7% |
| 6M | -1.5% | -44.1% | +42.6% | +16.0% |
| YTD | -19.9% | +29.3% | -49.2% | -40.0% |
| 1Y | -14.5% | +24.2% | -38.7% | -35.3% |
| 3Y | +32.3% | +297.3% | -265.0% | -45.4% |
| 5Y | -1.1% | +446.2% | -447.3% | -64.9% |
| 10Y | +657.8% | +643.7% | +14.2% | +95.4% |
| All | +838.5% | +819.0% | +19.5% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling