-26.8%
BX vs XLB
+14.3%
-41.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.8% |
| 7D | -8.9% | -3.5% | -5.4% | -6.1% |
| 30D | -14.8% | -4.7% | -10.1% | -11.4% |
| 3M | +6.9% | +2.7% | +4.2% | +5.0% |
| 6M | +16.3% | +2.6% | +13.7% | +14.1% |
| YTD | -16.1% | +12.8% | -28.9% | -24.3% |
| 1Y | -26.8% | +14.0% | -40.7% | -34.7% |
| All | -26.8% | +14.3% | -41.0% | -34.7% |
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