+967.7%
BX vs FTI
+526.0%
+441.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.4% | +5.3% | -9.7% | -6.2% |
| 30D | +0.1% | +15.3% | -15.2% | -5.2% |
| 3M | +16.0% | +15.8% | +0.3% | +9.1% |
| 6M | +21.6% | +22.6% | -1.0% | +11.2% |
| YTD | -8.9% | +79.5% | -88.4% | -27.9% |
| 1Y | -16.6% | +102.0% | -118.6% | -37.3% |
| 3Y | +43.3% | +315.8% | -272.5% | -19.8% |
| 5Y | +25.7% | +1,129.5% | -1,103.8% | -57.0% |
| 10Y | +689.5% | +320.9% | +368.6% | +228.2% |
| All | +967.7% | +526.0% | +441.7% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling