+148.7%
XLK vs BX
+17.9%
+130.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +0.4% |
| 7D | +0.2% | -5.6% | +5.8% | +2.5% |
| 30D | -0.6% | -12.2% | +11.6% | +4.4% |
| 3M | +2.6% | +7.4% | -4.8% | -1.1% |
| 6M | +34.0% | +22.2% | +11.8% | +21.5% |
| YTD | +30.7% | -14.0% | +44.7% | +36.3% |
| 1Y | +39.2% | -27.3% | +66.5% | +55.3% |
| 3Y | +120.4% | +24.5% | +95.9% | +90.1% |
| All | +148.7% | +17.9% | +130.8% | +107.9% |
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