+0.4%
BX vs FTV
+17.3%
-16.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.6% | +3.9% | -3.3% | -2.7% |
| 30D | +14.2% | +18.7% | -4.4% | -1.4% |
| 3M | -18.7% | +10.0% | -28.8% | -25.3% |
| 6M | +2.5% | +14.6% | -12.1% | -9.6% |
| YTD | -18.8% | +23.4% | -42.2% | -34.4% |
| 1Y | -10.3% | +31.3% | -41.6% | -32.0% |
| 3Y | +35.4% | +39.8% | -4.4% | -6.3% |
| All | +0.4% | +17.3% | -16.9% | -22.6% |
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 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