+661.1%
BX vs FTV
+80.7%
+580.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.2% |
| 7D | -5.6% | -4.0% | -1.7% | -2.8% |
| 30D | -12.2% | -11.0% | -1.2% | -4.6% |
| 3M | +7.4% | -8.4% | +15.8% | +14.1% |
| 6M | +22.2% | -2.6% | +24.7% | +23.6% |
| YTD | -14.0% | -0.6% | -13.4% | -15.1% |
| 1Y | -27.3% | +11.0% | -38.2% | -34.0% |
| 3Y | +24.5% | -6.3% | +30.9% | +27.7% |
| 5Y | +18.9% | -1.5% | +20.4% | +17.1% |
| All | +661.1% | +80.7% | +580.3% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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