+967.7%
BX vs XRT
+419.6%
+548.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -2.0% |
| 7D | -4.4% | +0.8% | -5.2% | -5.1% |
| 30D | +0.1% | -4.2% | +4.3% | +4.0% |
| 3M | +16.0% | +5.1% | +10.9% | +10.5% |
| 6M | +21.6% | +2.4% | +19.2% | +18.4% |
| YTD | -8.9% | +3.2% | -12.1% | -11.8% |
| 1Y | -16.6% | +1.5% | -18.1% | -18.3% |
| 3Y | +43.3% | +40.6% | +2.8% | +4.2% |
| 5Y | +25.7% | -1.0% | +26.7% | +25.0% |
| 10Y | +689.5% | +128.4% | +561.1% | +205.3% |
| All | +967.7% | +419.6% | +548.1% | +49.8% |
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