+18.7%
BX vs FRSH
-72.6%
+91.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -8.9% | -11.2% | +2.2% | -5.5% |
| 30D | -14.8% | -0.8% | -14.0% | -14.7% |
| 3M | +6.9% | +26.4% | -19.5% | -1.6% |
| 6M | +16.3% | +48.4% | -32.1% | +0.7% |
| YTD | -16.1% | -3.1% | -13.0% | -17.5% |
| 1Y | -26.8% | -8.7% | -18.1% | -26.8% |
| 3Y | +22.4% | -45.8% | +68.2% | +39.3% |
| All | +18.7% | -72.6% | +91.3% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling