+7.6%
XLF vs BX
-25.1%
+32.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.1% |
| 7D | -1.5% | -5.6% | +4.1% | -0.1% |
| 30D | -1.2% | -12.2% | +11.1% | +1.9% |
| 3M | +9.2% | +7.4% | +1.8% | +6.8% |
| 6M | +16.3% | +22.2% | -5.8% | +9.5% |
| YTD | +5.4% | -14.0% | +19.4% | +8.7% |
| 1Y | +7.6% | -27.3% | +34.9% | +14.2% |
| All | +7.6% | -25.1% | +32.7% | +14.2% |
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 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