+37.4%
BX vs FN
+121.0%
-83.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -1.3% |
| 7D | -2.8% | +8.0% | -10.8% | -4.1% |
| 30D | +7.3% | -19.1% | +26.5% | +10.0% |
| 3M | -16.3% | -29.8% | +13.5% | -13.1% |
| 6M | +2.5% | -43.2% | +45.7% | +8.7% |
| YTD | -17.6% | -18.9% | +1.4% | -21.2% |
| 1Y | -12.4% | -17.9% | +5.5% | -17.1% |
| All | +37.4% | +121.0% | -83.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling