+12.3%
XLI vs BX
-8.3%
+20.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.2% |
| 7D | +0.6% | +8.3% | -7.7% | -0.9% |
| 30D | -0.4% | +13.5% | -13.9% | -2.7% |
| 3M | -8.8% | -7.6% | -1.2% | -7.5% |
| 6M | -0.4% | +4.0% | -4.4% | -1.5% |
| YTD | +10.1% | -15.2% | +25.3% | +14.1% |
| 1Y | +12.3% | -8.5% | +20.8% | +13.1% |
| All | +12.3% | -8.3% | +20.6% | +13.1% |
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