+18.8%
BX vs XRT
-2.4%
+21.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.0% | -2.1% |
| 7D | -5.7% | -2.4% | -3.3% | -3.5% |
| 30D | -8.9% | -6.9% | -1.9% | -2.6% |
| 3M | +8.4% | -0.4% | +8.8% | +8.3% |
| 6M | +18.9% | +2.2% | +16.7% | +15.9% |
| YTD | -13.6% | -0.7% | -13.0% | -13.5% |
| 1Y | -22.4% | -2.0% | -20.4% | -21.5% |
| 3Y | +26.0% | +41.0% | -15.0% | -10.2% |
| 5Y | +18.8% | -3.3% | +22.1% | +14.7% |
| All | +18.8% | -2.4% | +21.1% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling