+16.0%
BX vs XYZ
-68.7%
+84.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -8.9% | -5.2% | -3.8% | -7.1% |
| 30D | -14.8% | 0.0% | -14.8% | -14.9% |
| 3M | +6.9% | +18.7% | -11.7% | -0.2% |
| 6M | +16.3% | +20.5% | -4.3% | +7.5% |
| YTD | -16.1% | +21.5% | -37.6% | -23.6% |
| 1Y | -26.8% | +7.2% | -34.0% | -30.8% |
| 3Y | +22.4% | +49.0% | -26.5% | -5.8% |
| 5Y | +16.0% | -68.1% | +84.1% | +43.9% |
| All | +16.0% | -68.7% | +84.8% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling