+661.1%
BX vs USFR
+28.1%
+632.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | +0.1% | -5.8% | -5.7% |
| 30D | -12.2% | +0.4% | -12.6% | -12.5% |
| 3M | +7.4% | +1.0% | +6.4% | +6.3% |
| 6M | +22.2% | +2.0% | +20.2% | +19.9% |
| YTD | -14.0% | +2.8% | -16.8% | -16.3% |
| 1Y | -27.3% | +4.1% | -31.4% | -30.3% |
| 3Y | +24.5% | +14.1% | +10.4% | +7.6% |
| 5Y | +18.9% | +20.6% | -1.7% | -4.0% |
| All | +661.1% | +28.1% | +632.9% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling