+710.1%
BX vs FN
+837.6%
-127.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.9% | -8.1% | +1.1% |
| 7D | +3.3% | +16.3% | -13.0% | -1.1% |
| 30D | +9.6% | -24.7% | +34.3% | +15.3% |
| 3M | -8.7% | -34.9% | +26.3% | -1.9% |
| 6M | +2.2% | -41.1% | +43.3% | +9.7% |
| YTD | -16.2% | -19.6% | +3.4% | -20.2% |
| 1Y | -11.5% | -18.5% | +7.0% | -16.8% |
| 3Y | +41.0% | +119.1% | -78.1% | -9.7% |
| 5Y | +1.1% | +206.9% | -205.9% | -44.2% |
| 10Y | +710.1% | +826.4% | -116.3% | +242.4% |
| All | +710.1% | +837.6% | -127.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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