+67.3%
F vs BX
+659.0%
-591.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | 0.0% | +14.2% | -14.2% | -6.6% |
| 3M | -13.2% | -18.7% | +5.5% | -4.7% |
| 6M | -10.2% | +2.5% | -12.7% | -12.7% |
| YTD | -4.9% | -18.8% | +13.9% | +2.1% |
| 1Y | -6.1% | -10.3% | +4.2% | -4.3% |
| 3Y | +46.0% | +35.4% | +10.6% | +14.3% |
| 5Y | -15.7% | +0.3% | -16.0% | -26.4% |
| All | +67.3% | +659.0% | -591.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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