-2.3%
F vs BX
-13.9%
+11.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.0% | +3.7% | -2.7% | +0.1% |
| 30D | +2.1% | +8.2% | -6.1% | +0.2% |
| 3M | -10.3% | -12.7% | +2.4% | -7.8% |
| 6M | +3.3% | +1.0% | +2.3% | +3.0% |
| YTD | -2.0% | -17.2% | +15.2% | +1.3% |
| 1Y | -2.3% | -11.6% | +9.3% | -1.6% |
| All | -2.3% | -13.9% | +11.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling