+419.8%
XLP vs BX
+927.0%
-507.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.0% | -4.4% | +3.4% | -0.4% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +3.8% | +16.0% | -12.2% | +1.4% |
| 6M | -1.7% | +21.6% | -23.4% | -5.0% |
| YTD | +10.3% | -8.9% | +19.2% | +10.8% |
| 1Y | +7.8% | -16.6% | +24.4% | +9.5% |
| 3Y | +27.2% | +43.3% | -16.1% | +17.4% |
| 5Y | +32.5% | +25.7% | +6.8% | +21.5% |
| 10Y | +101.8% | +689.5% | -587.7% | +40.7% |
| All | +419.8% | +927.0% | -507.2% | +219.0% |
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