+25.1%
BX vs FLR
+56.0%
-30.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.8% |
| 7D | -5.7% | -3.1% | -2.5% | -4.8% |
| 30D | -8.9% | +4.9% | -13.8% | -10.3% |
| 3M | +8.4% | +10.8% | -2.4% | +3.8% |
| 6M | +18.9% | +19.7% | -0.7% | +9.5% |
| YTD | -13.6% | +38.4% | -52.0% | -24.6% |
| 1Y | -22.4% | +34.7% | -57.1% | -32.3% |
| All | +25.1% | +56.0% | -30.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling