+2,519.5%
BX vs FN
+2,575.5%
-56.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.2% | +9.7% | -1.6% |
| 7D | +0.3% | -16.0% | +16.3% | +3.3% |
| 30D | +6.7% | -40.1% | +46.8% | +17.4% |
| 3M | -11.1% | -43.9% | +32.8% | -2.1% |
| 6M | -0.4% | -55.6% | +55.2% | +12.9% |
| YTD | -19.1% | -35.7% | +16.6% | -18.0% |
| 1Y | -13.6% | -39.8% | +26.3% | -11.7% |
| 3Y | +30.7% | +80.3% | -49.5% | -3.5% |
| 5Y | +0.3% | +143.3% | -143.0% | -32.7% |
| 10Y | +687.5% | +682.3% | +5.2% | +300.9% |
| All | +2,519.5% | +2,575.5% | -56.0% | +997.5% |
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