-20.5%
BX vs FRMI
-78.1%
+57.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +2.3% |
| 7D | -5.6% | +7.4% | -13.0% | -6.1% |
| 30D | -12.2% | -27.6% | +15.4% | -10.7% |
| 3M | +7.4% | -20.9% | +28.3% | +7.8% |
| 6M | +22.2% | -36.6% | +58.8% | +22.8% |
| YTD | -14.0% | -31.3% | +17.2% | -13.7% |
| All | -20.5% | -78.1% | +57.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling