+16.0%
BX vs FND
-62.8%
+78.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.2% |
| 7D | -8.9% | -5.1% | -3.8% | -6.8% |
| 30D | -14.8% | -22.5% | +7.7% | -4.5% |
| 3M | +6.9% | -5.0% | +11.9% | +7.2% |
| 6M | +16.3% | -21.5% | +37.8% | +26.1% |
| YTD | -16.1% | -23.0% | +6.9% | -9.0% |
| 1Y | -26.8% | -44.9% | +18.1% | -7.1% |
| 3Y | +22.4% | -50.0% | +72.4% | +51.7% |
| 5Y | +16.0% | -63.3% | +79.4% | +59.9% |
| All | +16.0% | -62.8% | +78.8% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling