+25.1%
BX vs XLC
+70.4%
-45.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.0% |
| 7D | -5.7% | -1.4% | -4.3% | -4.1% |
| 30D | -8.9% | -0.9% | -8.0% | -8.0% |
| 3M | +8.4% | -0.3% | +8.7% | +8.4% |
| 6M | +18.9% | -5.2% | +24.1% | +26.4% |
| YTD | -13.6% | -5.3% | -8.3% | -8.2% |
| 1Y | -22.4% | -2.8% | -19.6% | -20.1% |
| All | +25.1% | +70.4% | -45.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling