+439.6%
BX vs XLC
+145.0%
+294.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.4% |
| 7D | -5.6% | +0.5% | -6.1% | -6.1% |
| 30D | -12.2% | +2.1% | -14.3% | -14.3% |
| 3M | +7.4% | +0.7% | +6.7% | +6.2% |
| 6M | +22.2% | -3.2% | +25.4% | +26.4% |
| YTD | -14.0% | -3.8% | -10.2% | -10.5% |
| 1Y | -27.3% | -2.0% | -25.3% | -25.8% |
| 3Y | +24.5% | +71.4% | -46.8% | -30.9% |
| 5Y | +18.9% | +40.7% | -21.8% | -18.3% |
| All | +439.6% | +145.0% | +294.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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