+25.1%
BX vs FND
-50.0%
+75.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.4% |
| 30D | -8.9% | -19.6% | +10.7% | -1.4% |
| 3M | +8.4% | -4.3% | +12.7% | +8.4% |
| 6M | +18.9% | -20.4% | +39.4% | +26.9% |
| YTD | -13.6% | -21.9% | +8.2% | -7.9% |
| 1Y | -22.4% | -45.2% | +22.7% | -4.4% |
| All | +25.1% | -50.0% | +75.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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