+545.1%
BX vs FND
+66.0%
+479.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -4.4% | -5.2% | +0.8% | -2.5% |
| 30D | +0.1% | -19.9% | +20.0% | +8.5% |
| 3M | +16.0% | +2.7% | +13.3% | +13.1% |
| 6M | +21.6% | -21.7% | +43.3% | +30.4% |
| YTD | -8.9% | -17.5% | +8.6% | -4.9% |
| 1Y | -16.6% | -39.3% | +22.7% | -2.7% |
| 3Y | +43.3% | -49.8% | +93.1% | +72.9% |
| 5Y | +25.7% | -60.1% | +85.8% | +56.9% |
| All | +545.1% | +66.0% | +479.0% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling