+24.5%
BX vs FRSH
-46.4%
+70.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -6.6% | +1.0% | -3.6% |
| 30D | -12.2% | +2.1% | -14.3% | -12.9% |
| 3M | +7.4% | +29.0% | -21.6% | -1.4% |
| 6M | +22.2% | +48.6% | -26.5% | +6.2% |
| YTD | -14.0% | -2.9% | -11.1% | -14.9% |
| 1Y | -27.3% | -7.9% | -19.4% | -26.9% |
| 3Y | +24.5% | -46.5% | +71.1% | +44.3% |
| All | +24.5% | -46.4% | +70.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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