+48.3%
XLE vs BX
-15.8%
+64.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | +2.2% | -4.4% | +6.6% | +2.0% |
| 30D | +11.8% | +0.1% | +11.7% | +11.8% |
| 3M | +9.8% | +16.0% | -6.2% | +10.4% |
| 6M | +15.6% | +21.6% | -6.0% | +15.8% |
| YTD | +45.3% | -8.9% | +54.2% | +51.8% |
| 1Y | +48.3% | -16.6% | +64.9% | +55.4% |
| All | +48.3% | -15.8% | +64.1% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling