+46.6%
XLE vs BX
-14.9%
+61.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +1.3% |
| 7D | +4.4% | -1.1% | +5.4% | +4.3% |
| 30D | -4.3% | +8.8% | -13.1% | -3.5% |
| 3M | +6.0% | -18.3% | +24.3% | +5.0% |
| 6M | +13.2% | -1.5% | +14.7% | +13.8% |
| YTD | +46.7% | -19.9% | +66.7% | +53.4% |
| 1Y | +46.6% | -14.5% | +61.1% | +50.7% |
| All | +46.6% | -14.9% | +61.6% | +50.7% |
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