+64.3%
XLF vs BX
+17.9%
+46.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.1% |
| 7D | -1.5% | -5.6% | +4.1% | +0.3% |
| 30D | -1.2% | -12.2% | +11.1% | +2.8% |
| 3M | +9.2% | +7.4% | +1.8% | +6.2% |
| 6M | +16.3% | +22.2% | -5.8% | +7.9% |
| YTD | +5.4% | -14.0% | +19.4% | +9.1% |
| 1Y | +7.6% | -27.3% | +34.9% | +17.3% |
| 3Y | +74.2% | +24.5% | +49.7% | +55.9% |
| All | +64.3% | +17.9% | +46.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling