+474.9%
BX vs FND
+57.9%
+417.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | +0.6% | -6.8% | +7.4% | +3.3% |
| 30D | +14.2% | +8.0% | +6.3% | +10.9% |
| 3M | -18.7% | -18.9% | +0.2% | -12.4% |
| 6M | +2.5% | +4.7% | -2.2% | -1.2% |
| YTD | -18.8% | -21.6% | +2.8% | -13.7% |
| 1Y | -10.3% | -22.0% | +11.7% | -4.8% |
| 3Y | +35.4% | -40.4% | +75.8% | +53.4% |
| 5Y | +0.3% | -63.8% | +64.1% | +29.3% |
| All | +474.9% | +57.9% | +417.0% | +385.9% |
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 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