-22.4%
BX vs FRMI
-78.6%
+56.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.7% |
| 7D | -8.9% | +10.9% | -19.8% | -9.5% |
| 30D | -14.8% | -24.3% | +9.5% | -13.5% |
| 3M | +6.9% | -21.8% | +28.7% | +7.4% |
| 6M | +16.3% | -33.0% | +49.3% | +16.5% |
| YTD | -16.1% | -32.6% | +16.5% | -15.7% |
| All | -22.4% | -78.6% | +56.2% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling