+23.3%
BX vs XLB
+36.9%
-13.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.4% |
| 7D | -2.0% | -0.2% | -1.7% | -1.7% |
| 30D | -2.3% | -1.7% | -0.6% | -0.1% |
| 3M | +18.5% | +4.4% | +14.2% | +11.9% |
| 6M | +23.7% | +5.0% | +18.7% | +15.1% |
| YTD | -10.4% | +15.5% | -25.8% | -27.1% |
| 1Y | -19.6% | +14.9% | -34.5% | -34.4% |
| 3Y | +30.8% | +34.5% | -3.7% | -14.1% |
| All | +23.3% | +36.9% | -13.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling