+543.2%
XLI vs BX
+910.6%
-367.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.0% | -2.0% | +2.9% | +1.6% |
| 30D | -5.8% | -2.3% | -3.5% | -5.3% |
| 3M | +0.7% | +18.5% | -17.8% | -4.7% |
| 6M | +3.2% | +23.7% | -20.5% | -4.2% |
| YTD | +13.0% | -10.4% | +23.4% | +15.1% |
| 1Y | +16.8% | -19.6% | +36.3% | +22.5% |
| 3Y | +72.4% | +30.8% | +41.6% | +53.0% |
| 5Y | +82.8% | +24.3% | +58.4% | +57.2% |
| 10Y | +252.4% | +679.5% | -427.0% | +75.5% |
| All | +543.2% | +910.6% | -367.3% | +141.8% |
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