+16.0%
BX vs FTV
-3.0%
+19.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -0.8% |
| 7D | -8.9% | -5.2% | -3.7% | -4.5% |
| 30D | -14.8% | -11.5% | -3.3% | -5.2% |
| 3M | +6.9% | -9.0% | +16.0% | +15.7% |
| 6M | +16.3% | -2.0% | +18.3% | +16.8% |
| YTD | -16.1% | -0.9% | -15.1% | -17.8% |
| 1Y | -26.8% | +14.8% | -41.6% | -38.3% |
| 3Y | +22.4% | -5.5% | +27.9% | +23.0% |
| 5Y | +16.0% | -1.9% | +17.9% | +3.7% |
| All | +16.0% | -3.0% | +19.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling