+661.1%
BX vs FLR
+19.7%
+641.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -5.6% | -3.5% | -2.1% | -4.9% |
| 30D | -12.2% | +4.2% | -16.4% | -13.1% |
| 3M | +7.4% | +8.1% | -0.7% | +4.8% |
| 6M | +22.2% | +21.5% | +0.6% | +15.3% |
| YTD | -14.0% | +36.8% | -50.8% | -21.0% |
| 1Y | -27.3% | +31.2% | -58.5% | -32.9% |
| 3Y | +24.5% | +53.9% | -29.3% | +8.4% |
| 5Y | +18.9% | +243.0% | -224.2% | -11.5% |
| All | +661.1% | +19.7% | +641.3% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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