+7.2%
XLP vs BX
-18.3%
+25.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | -2.0% | +0.5% | -1.4% |
| 30D | -1.3% | -2.3% | +1.0% | -1.2% |
| 3M | +1.8% | +18.5% | -16.7% | +1.8% |
| 6M | -0.8% | +23.7% | -24.5% | -1.0% |
| YTD | +9.5% | -10.4% | +19.9% | +10.9% |
| 1Y | +7.2% | -19.6% | +26.7% | +7.8% |
| All | +7.2% | -18.3% | +25.5% | +7.8% |
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 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