-10.3%
BX vs FN
-25.5%
+15.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +1.6% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +14.2% | -16.5% | +30.8% | +14.8% |
| 3M | -18.7% | -42.1% | +23.4% | -17.4% |
| 6M | +2.5% | -52.9% | +55.4% | +4.9% |
| YTD | -18.8% | -28.0% | +9.2% | -19.3% |
| 1Y | -10.3% | -18.5% | +8.2% | -12.2% |
| All | -10.3% | -25.5% | +15.2% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling