+912.2%
BX vs XEL
+615.5%
+296.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.1% |
| 7D | -5.7% | +0.9% | -6.6% | -6.2% |
| 30D | -8.9% | -0.9% | -8.0% | -8.5% |
| 3M | +8.4% | -1.4% | +9.8% | +8.9% |
| 6M | +18.9% | -5.8% | +24.7% | +22.3% |
| YTD | -13.6% | +4.7% | -18.3% | -17.4% |
| 1Y | -22.4% | +9.1% | -31.5% | -28.3% |
| 3Y | +26.0% | +47.8% | -21.8% | -8.4% |
| 5Y | +18.8% | +29.0% | -10.2% | -6.4% |
| 10Y | +668.7% | +154.0% | +514.7% | +229.0% |
| All | +912.2% | +615.5% | +296.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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