+471.7%
BX vs XLC
+143.7%
+328.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +0.2% |
| 7D | -4.4% | -0.8% | -3.5% | -3.5% |
| 30D | +0.1% | +1.0% | -1.0% | -1.2% |
| 3M | +16.0% | -0.7% | +16.7% | +16.5% |
| 6M | +21.6% | -5.1% | +26.8% | +28.8% |
| YTD | -8.9% | -4.3% | -4.6% | -4.7% |
| 1Y | -16.6% | -0.6% | -16.1% | -16.4% |
| 3Y | +43.3% | +72.7% | -29.4% | -21.2% |
| 5Y | +25.7% | +38.0% | -12.3% | -11.8% |
| All | +471.7% | +143.7% | +328.0% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling