+74.3%
F vs BX
+690.2%
-615.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +1.0% | +3.7% | -2.7% | -0.9% |
| 30D | +2.1% | +8.2% | -6.1% | -2.2% |
| 3M | -10.3% | -12.7% | +2.4% | -4.9% |
| 6M | +3.3% | +1.0% | +2.3% | +1.0% |
| YTD | -2.0% | -17.2% | +15.2% | +4.3% |
| 1Y | -2.3% | -11.6% | +9.3% | +0.3% |
| 3Y | +49.9% | +36.8% | +13.1% | +17.1% |
| 5Y | -12.5% | +4.8% | -17.3% | -25.2% |
| 10Y | +74.3% | +672.8% | -598.5% | -40.2% |
| All | +74.3% | +690.2% | -615.9% | -40.2% |
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