+851.5%
BX vs XRT
+441.3%
+410.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.0% |
| 7D | +0.6% | +1.7% | -1.2% | -0.9% |
| 30D | +14.2% | +7.5% | +6.7% | +7.2% |
| 3M | -18.7% | +2.2% | -20.9% | -20.2% |
| 6M | +2.5% | +14.7% | -12.2% | -9.7% |
| YTD | -18.8% | +7.5% | -26.3% | -24.1% |
| 1Y | -10.3% | +14.1% | -24.4% | -20.7% |
| 3Y | +35.4% | +58.8% | -23.4% | -11.5% |
| 5Y | +0.3% | -3.9% | +4.2% | +2.9% |
| 10Y | +668.4% | +137.7% | +530.7% | +188.2% |
| All | +851.5% | +441.3% | +410.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling