+2.5%
BX vs XLB
+1.0%
+1.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +0.6% | +0.5% | 0.0% | 0.0% |
| 30D | +14.2% | +5.2% | +9.1% | +9.1% |
| 3M | -18.7% | +0.3% | -19.0% | -18.6% |
| 6M | +2.5% | +1.2% | +1.3% | +1.8% |
| All | +2.5% | +1.0% | +1.4% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling