+248.8%
XLF vs BX
+673.1%
-424.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | -1.5% | -5.6% | +4.1% | +0.8% |
| 30D | -1.2% | -12.2% | +11.1% | +3.9% |
| 3M | +9.2% | +7.4% | +1.8% | +5.3% |
| 6M | +16.3% | +22.2% | -5.8% | +5.6% |
| YTD | +5.4% | -14.0% | +19.4% | +9.9% |
| 1Y | +7.6% | -27.3% | +34.9% | +19.8% |
| 3Y | +74.2% | +24.5% | +49.7% | +48.8% |
| 5Y | +66.1% | +18.9% | +47.3% | +34.8% |
| All | +248.8% | +673.1% | -424.2% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling