+35.4%
BX vs FE
+50.7%
-15.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +0.6% | +1.2% | -0.7% | +0.4% |
| 30D | +14.2% | +4.5% | +9.7% | +13.4% |
| 3M | -18.7% | +1.3% | -20.1% | -19.0% |
| 6M | +2.5% | +8.7% | -6.2% | +1.1% |
| YTD | -18.8% | +9.2% | -28.0% | -20.8% |
| 1Y | -10.3% | +7.0% | -17.3% | -12.2% |
| 3Y | +35.4% | +51.4% | -16.0% | +16.4% |
| All | +35.4% | +50.7% | -15.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling