-22.4%
BX vs XRT
-2.7%
-19.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -2.4% |
| 7D | -5.7% | -2.4% | -3.3% | -3.8% |
| 30D | -8.9% | -6.9% | -1.9% | -3.6% |
| 3M | +8.4% | -0.4% | +8.8% | +8.4% |
| 6M | +18.9% | +2.2% | +16.7% | +16.2% |
| YTD | -13.6% | -0.7% | -13.0% | -13.1% |
| 1Y | -22.4% | -2.0% | -20.4% | -20.7% |
| All | -22.4% | -2.7% | -19.8% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling