+967.7%
BX vs FLR
+26.2%
+941.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | -4.4% | +5.4% | -9.8% | -6.1% |
| 30D | +0.1% | +11.4% | -11.3% | -4.3% |
| 3M | +16.0% | +11.4% | +4.6% | +10.1% |
| 6M | +21.6% | +16.6% | +5.0% | +12.1% |
| YTD | -8.9% | +41.7% | -50.6% | -21.7% |
| 1Y | -16.6% | +35.4% | -52.0% | -27.8% |
| 3Y | +43.3% | +57.3% | -14.0% | +12.0% |
| 5Y | +25.7% | +241.0% | -215.3% | -27.7% |
| 10Y | +689.5% | +16.6% | +672.8% | +426.6% |
| All | +967.7% | +26.2% | +941.5% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling