+19.4%
BX vs USFR
+20.4%
-1.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -5.7% | +0.1% | -5.7% | -5.6% |
| 30D | -8.9% | +0.3% | -9.2% | -8.4% |
| 3M | +8.4% | +1.0% | +7.4% | +10.3% |
| 6M | +18.9% | +1.9% | +17.0% | +22.9% |
| YTD | -13.6% | +2.7% | -16.3% | -10.1% |
| 1Y | -22.4% | +4.0% | -26.4% | -18.2% |
| 3Y | +26.0% | +14.0% | +12.0% | +54.1% |
| All | +19.4% | +20.4% | -1.0% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling