+698.6%
BX vs USFR
+27.6%
+671.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +18.5% | +1.0% | +17.5% | +17.8% |
| 6M | +23.7% | +1.9% | +21.8% | +22.2% |
| YTD | -10.4% | +2.7% | -13.0% | -11.9% |
| 1Y | -19.6% | +4.0% | -23.6% | -21.7% |
| 3Y | +30.8% | +14.0% | +16.8% | +19.4% |
| 5Y | +24.3% | +20.4% | +3.9% | +9.2% |
| 10Y | +679.5% | +28.1% | +651.4% | +560.2% |
| All | +698.6% | +27.6% | +671.0% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling