+177.9%
XLF vs BX
+846.0%
-668.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.8% |
| 7D | -2.9% | -8.9% | +6.0% | +0.8% |
| 30D | -1.6% | -14.8% | +13.2% | +4.8% |
| 3M | +9.3% | +6.9% | +2.3% | +5.6% |
| 6M | +14.6% | +16.3% | -1.7% | +6.1% |
| YTD | +4.7% | -16.1% | +20.8% | +10.2% |
| 1Y | +8.6% | -26.8% | +35.4% | +20.4% |
| 3Y | +73.9% | +22.4% | +51.4% | +50.3% |
| 5Y | +65.0% | +16.0% | +49.0% | +36.4% |
| 10Y | +250.4% | +646.9% | -396.5% | +27.3% |
| All | +177.9% | +846.0% | -668.1% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling