+170.6%
F vs BX
+833.1%
-662.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -0.2% | +3.7% | -3.9% | -1.9% |
| 30D | +0.9% | +8.2% | -7.3% | -2.8% |
| 3M | -11.3% | -12.7% | +1.3% | -6.6% |
| 6M | +2.0% | +1.0% | +1.1% | +0.1% |
| YTD | -3.2% | -17.2% | +14.1% | +2.2% |
| 1Y | -3.5% | -11.6% | +8.1% | -1.2% |
| 3Y | +48.1% | +36.8% | +11.3% | +21.9% |
| 5Y | -13.5% | +4.8% | -18.3% | -22.6% |
| 10Y | +72.2% | +672.8% | -600.6% | -34.4% |
| All | +170.6% | +833.1% | -662.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling