+711.6%
BX vs USFR
+27.5%
+684.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +16.0% | +1.0% | +15.0% | +15.3% |
| 6M | +21.6% | +1.9% | +19.7% | +20.1% |
| YTD | -8.9% | +2.6% | -11.5% | -10.5% |
| 1Y | -16.6% | +4.0% | -20.6% | -18.8% |
| 3Y | +43.3% | +14.1% | +29.2% | +30.8% |
| 5Y | +25.7% | +20.4% | +5.3% | +10.4% |
| 10Y | +689.5% | +28.0% | +661.5% | +568.9% |
| All | +711.6% | +27.5% | +684.1% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling