+14.7%
XLF vs BX
-8.3%
+23.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.0% |
| 7D | +5.5% | +8.3% | -2.8% | +3.4% |
| 30D | +9.9% | +13.5% | -3.7% | +6.5% |
| 3M | +2.6% | -7.6% | +10.2% | +4.2% |
| 6M | +15.6% | +4.0% | +11.5% | +13.5% |
| YTD | +9.4% | -15.2% | +24.6% | +12.9% |
| 1Y | +14.7% | -8.5% | +23.2% | +15.0% |
| All | +14.7% | -8.3% | +23.0% | +15.0% |
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