+222.1%
F vs BX
+927.0%
-704.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +5.3% | -4.4% | +9.7% | +7.3% |
| 30D | +4.6% | +0.1% | +4.5% | +4.4% |
| 3M | -3.7% | +16.0% | -19.7% | -10.2% |
| 6M | +16.8% | +21.6% | -4.8% | +5.7% |
| YTD | +15.3% | -8.9% | +24.2% | +17.3% |
| 1Y | +31.0% | -16.6% | +47.6% | +37.9% |
| 3Y | +45.4% | +43.3% | +2.1% | +17.7% |
| 5Y | +54.7% | +25.7% | +29.0% | +28.3% |
| 10Y | +98.2% | +689.5% | -591.3% | -25.0% |
| All | +222.1% | +927.0% | -704.9% | -23.3% |
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