+851.5%
BX vs FLR
+10.1%
+841.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +0.6% | +5.4% | -4.8% | -1.2% |
| 30D | +14.2% | +2.8% | +11.4% | +12.6% |
| 3M | -18.7% | -6.4% | -12.3% | -17.5% |
| 6M | +2.5% | +8.8% | -6.3% | -2.7% |
| YTD | -18.8% | +23.6% | -42.4% | -27.3% |
| 1Y | -10.3% | +13.8% | -24.1% | -17.6% |
| 3Y | +35.4% | +36.5% | -1.1% | +10.6% |
| 5Y | +0.3% | +119.3% | -119.1% | -32.7% |
| 10Y | +668.4% | +8.0% | +660.4% | +423.3% |
| All | +851.5% | +10.1% | +841.4% | +340.3% |
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