-27.3%
BX vs FLR
+31.4%
-58.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.3% |
| 7D | -5.6% | -3.5% | -2.1% | -5.1% |
| 30D | -12.2% | +4.2% | -16.4% | -12.8% |
| 3M | +7.4% | +8.1% | -0.7% | +5.1% |
| 6M | +22.2% | +21.5% | +0.6% | +14.7% |
| YTD | -14.0% | +36.8% | -50.8% | -21.8% |
| 1Y | -27.3% | +31.2% | -58.5% | -34.1% |
| All | -27.3% | +31.4% | -58.7% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling