+409.5%
BX vs XLC
+137.2%
+272.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.2% |
| 7D | +0.6% | +3.7% | -3.1% | -3.4% |
| 30D | +14.2% | -1.9% | +16.2% | +16.5% |
| 3M | -18.7% | -3.1% | -15.6% | -16.3% |
| 6M | +2.5% | -6.4% | +8.8% | +9.5% |
| YTD | -18.8% | -6.8% | -12.0% | -12.8% |
| 1Y | -10.3% | -1.7% | -8.6% | -9.4% |
| 3Y | +35.4% | +64.7% | -29.3% | -21.9% |
| 5Y | +0.3% | +41.1% | -40.8% | -31.5% |
| All | +409.5% | +137.2% | +272.3% | +91.8% |
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