+227.6%
XLE vs BX
+927.0%
-699.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.2% | -4.4% | +6.6% | +3.7% |
| 30D | +11.8% | +0.1% | +11.7% | +11.5% |
| 3M | +9.8% | +16.0% | -6.2% | +3.6% |
| 6M | +15.6% | +21.6% | -6.0% | +6.1% |
| YTD | +45.3% | -8.9% | +54.2% | +46.1% |
| 1Y | +48.3% | -16.6% | +64.9% | +53.1% |
| 3Y | +55.4% | +43.3% | +12.1% | +29.3% |
| 5Y | +216.1% | +25.7% | +190.4% | +158.0% |
| 10Y | +178.4% | +689.5% | -511.1% | +18.6% |
| All | +227.6% | +927.0% | -699.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling