+47.7%
XLE vs BX
-12.5%
+60.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.1% |
| 7D | +5.4% | +0.6% | +4.8% | +5.5% |
| 30D | -3.9% | +14.2% | -18.2% | -2.8% |
| 3M | +7.0% | -18.7% | +25.8% | +6.0% |
| 6M | +14.2% | +2.5% | +11.7% | +15.0% |
| YTD | +48.2% | -18.8% | +67.0% | +55.0% |
| 1Y | +47.7% | -10.3% | +58.0% | +49.0% |
| All | +47.7% | -12.5% | +60.1% | +49.0% |
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