-20.1%
BX vs FRMI
-78.0%
+57.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.5% |
| 7D | -5.7% | +15.9% | -21.6% | -6.6% |
| 30D | -8.9% | -6.0% | -2.9% | -8.9% |
| 3M | +8.4% | -1.6% | +10.0% | +7.3% |
| 6M | +18.9% | -30.7% | +49.6% | +19.0% |
| YTD | -13.6% | -30.9% | +17.2% | -13.4% |
| All | -20.1% | -78.0% | +57.9% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling