+21.6%
BX vs FRSH
-72.5%
+94.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | +7.4% | +29.0% | -21.6% | -1.8% |
| 6M | +22.2% | +48.6% | -26.5% | +5.8% |
| YTD | -14.0% | -2.9% | -11.1% | -15.5% |
| 1Y | -27.3% | -7.9% | -19.4% | -27.5% |
| 3Y | +24.5% | -46.5% | +71.1% | +42.3% |
| All | +21.6% | -72.5% | +94.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling