-8.5%
BX vs XLB
+29.8%
-38.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.8% | +4.1% |
| 7D | +8.3% | +3.9% | +4.4% | +4.9% |
| 30D | +13.5% | +8.9% | +4.7% | +6.0% |
| 3M | -7.6% | +4.1% | -11.7% | -10.5% |
| 6M | +4.0% | +7.3% | -3.3% | -1.5% |
| YTD | -15.2% | +20.4% | -35.6% | -25.6% |
| 1Y | -8.5% | +29.5% | -38.0% | -23.9% |
| All | -8.5% | +29.8% | -38.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling