+53.5%
F vs BX
+36.8%
+16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.7% |
| 7D | -0.6% | +3.3% | -3.9% | -1.9% |
| 30D | +2.9% | +9.6% | -6.7% | -0.8% |
| 3M | -9.5% | -8.7% | -0.8% | -6.8% |
| 6M | +4.0% | +2.2% | +1.8% | +2.1% |
| YTD | -1.3% | -16.2% | +14.9% | +4.3% |
| 1Y | -1.9% | -11.5% | +9.6% | +0.9% |
| 3Y | +53.5% | +41.0% | +12.5% | +10.9% |
| All | +53.5% | +36.8% | +16.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling