+231.0%
XLE vs BX
+802.7%
-571.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.4% |
| 7D | +4.4% | -1.1% | +5.4% | +4.7% |
| 30D | -4.3% | +8.8% | -13.1% | -7.4% |
| 3M | +6.0% | -18.3% | +24.3% | +12.1% |
| 6M | +13.2% | -1.5% | +14.7% | +11.4% |
| YTD | +46.7% | -19.9% | +66.7% | +52.7% |
| 1Y | +46.6% | -14.5% | +61.1% | +49.0% |
| 3Y | +69.6% | +32.3% | +37.3% | +44.1% |
| 5Y | +166.5% | -1.1% | +167.6% | +135.3% |
| 10Y | +178.0% | +657.8% | -479.8% | +19.1% |
| All | +231.0% | +802.7% | -571.7% | +1.0% |
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 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