+46.5%
F vs BX
+26.0%
+20.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.5% |
| 7D | +1.2% | -2.0% | +3.1% | +2.1% |
| 30D | +1.2% | -2.3% | +3.5% | +2.2% |
| 3M | -5.7% | +18.5% | -24.2% | -13.7% |
| 6M | +17.9% | +23.7% | -5.8% | +4.7% |
| YTD | +10.4% | -10.4% | +20.8% | +13.9% |
| 1Y | +25.3% | -19.6% | +44.9% | +35.9% |
| 3Y | +37.5% | +30.8% | +6.7% | +9.9% |
| 5Y | +46.5% | +24.3% | +22.2% | +15.8% |
| All | +46.5% | +26.0% | +20.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling