-8.5%
BX vs FRMI
-93.1%
+84.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.6% | +16.8% | +6.9% |
| 7D | +8.3% | -39.7% | +48.0% | +11.7% |
| 30D | +13.5% | -55.2% | +68.7% | +19.5% |
| 3M | -7.6% | -71.2% | +63.6% | +0.1% |
| 6M | +4.0% | -64.1% | +68.1% | +9.4% |
| YTD | -15.2% | -77.2% | +62.1% | -8.5% |
| 1Y | -8.5% | -93.2% | +84.7% | +3.6% |
| All | -8.5% | -93.1% | +84.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling