+25.1%
BX vs XLB
+32.2%
-7.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.4% |
| 7D | -5.7% | -2.9% | -2.7% | -2.3% |
| 30D | -8.9% | -3.4% | -5.5% | -5.2% |
| 3M | +8.4% | +1.6% | +6.8% | +6.3% |
| 6M | +18.9% | +3.6% | +15.3% | +13.4% |
| YTD | -13.6% | +14.2% | -27.9% | -27.5% |
| 1Y | -22.4% | +15.6% | -38.0% | -36.0% |
| All | +25.1% | +32.2% | -7.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling