+19.4%
BX vs FTI
+1,145.2%
-1,125.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | -5.7% | -2.3% | -3.3% | -5.0% |
| 30D | -8.9% | +5.0% | -13.9% | -10.3% |
| 3M | +8.4% | +13.8% | -5.5% | +3.8% |
| 6M | +18.9% | +22.9% | -4.0% | +10.5% |
| YTD | -13.6% | +75.0% | -88.6% | -28.2% |
| 1Y | -22.4% | +96.9% | -119.3% | -38.1% |
| 3Y | +26.0% | +276.7% | -250.7% | -18.0% |
| All | +19.4% | +1,145.2% | -1,125.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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