+642.7%
BX vs XLB
+162.9%
+479.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.5% |
| 7D | -8.9% | -3.5% | -5.4% | -5.2% |
| 30D | -14.8% | -4.7% | -10.1% | -10.2% |
| 3M | +6.9% | +2.7% | +4.2% | +3.8% |
| 6M | +16.3% | +2.6% | +13.7% | +12.6% |
| YTD | -16.1% | +12.8% | -28.9% | -27.1% |
| 1Y | -26.8% | +14.0% | -40.7% | -37.2% |
| 3Y | +22.4% | +31.5% | -9.0% | -8.8% |
| 5Y | +16.0% | +33.4% | -17.4% | -11.7% |
| All | +642.7% | +162.9% | +479.8% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling