-80.8%
FIG vs BX
-24.5%
-56.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.0% |
| 7D | -12.2% | -8.9% | -3.3% | -7.9% |
| 30D | -11.0% | -14.8% | +3.8% | -3.4% |
| 3M | +11.9% | +6.9% | +4.9% | +8.5% |
| 6M | -21.9% | +16.3% | -38.2% | -27.9% |
| YTD | -40.8% | -16.1% | -24.7% | -35.2% |
| 1Y | -56.6% | -26.8% | -29.9% | -47.3% |
| All | -80.8% | -24.5% | -56.3% | -76.6% |
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 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