+14.4%
XLF vs BX
+21.6%
-7.2%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.4% |
| 7D | -1.0% | -5.7% | +4.6% | +0.2% |
| 30D | -1.3% | -8.9% | +7.6% | +0.6% |
| 3M | +9.1% | +8.4% | +0.8% | +6.7% |
| 6M | +14.4% | +18.9% | -4.6% | +8.4% |
| All | +14.4% | +21.6% | -7.2% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling