+642.7%
BX vs XRT
+125.1%
+517.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.2% |
| 7D | -8.9% | -3.6% | -5.3% | -6.3% |
| 30D | -14.8% | -6.7% | -8.1% | -10.1% |
| 3M | +6.9% | -1.4% | +8.3% | +7.8% |
| 6M | +16.3% | +1.7% | +14.6% | +14.5% |
| YTD | -16.1% | -1.5% | -14.6% | -15.3% |
| 1Y | -26.8% | -2.5% | -24.3% | -25.6% |
| 3Y | +22.4% | +39.9% | -17.5% | -4.8% |
| 5Y | +16.0% | -2.6% | +18.6% | +15.6% |
| All | +642.7% | +125.1% | +517.6% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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