+457.3%
XLP vs BX
+810.0%
-352.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +1.8% | -1.1% | +0.5% |
| 30D | +10.3% | +7.9% | +2.4% | +9.0% |
| 3M | +6.5% | -9.6% | +16.1% | +7.8% |
| 6M | +8.4% | -2.3% | +10.6% | +8.2% |
| YTD | +18.2% | -19.3% | +37.5% | +20.7% |
| 1Y | +22.4% | -13.2% | +35.7% | +23.6% |
| 3Y | +41.9% | +33.8% | +8.1% | +32.2% |
| 5Y | +40.9% | 0.0% | +40.9% | +33.4% |
| 10Y | +128.4% | +685.4% | -557.0% | +59.5% |
| All | +457.3% | +810.0% | -352.7% | +247.4% |
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