+2,512.5%
BX vs FN
+2,887.5%
-375.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -2.7% |
| 7D | +1.8% | 0.0% | +1.8% | +1.0% |
| 30D | +7.9% | -34.3% | +42.2% | +16.3% |
| 3M | -9.6% | -39.9% | +30.3% | -1.9% |
| 6M | -2.3% | -51.8% | +49.6% | +8.9% |
| YTD | -19.3% | -28.1% | +8.9% | -20.2% |
| 1Y | -13.2% | -29.1% | +15.8% | -14.7% |
| 3Y | +33.8% | +102.4% | -68.7% | -3.8% |
| 5Y | 0.0% | +171.7% | -171.7% | -34.6% |
| 10Y | +685.4% | +773.5% | -88.1% | +290.1% |
| All | +2,512.5% | +2,887.5% | -375.0% | +968.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling