+21.5%
BX vs XYZ
+46.5%
-25.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -8.9% | -5.2% | -3.8% | -7.3% |
| 30D | -14.8% | 0.0% | -14.8% | -14.9% |
| 3M | +6.9% | +18.7% | -11.7% | +0.7% |
| 6M | +16.3% | +20.5% | -4.3% | +8.6% |
| YTD | -16.1% | +21.5% | -37.6% | -22.5% |
| 1Y | -26.8% | +7.2% | -34.0% | -30.0% |
| All | +21.5% | +46.5% | -25.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling