+323.9%
XLU vs BX
+869.4%
-545.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | -1.6% | -5.6% | +4.0% | -0.7% |
| 30D | -3.3% | -12.2% | +8.9% | -1.3% |
| 3M | -3.2% | +7.4% | -10.6% | -4.6% |
| 6M | -7.0% | +22.2% | -29.1% | -10.6% |
| YTD | +0.6% | -14.0% | +14.6% | +2.2% |
| 1Y | +2.4% | -27.3% | +29.7% | +6.7% |
| 3Y | +46.3% | +24.5% | +21.7% | +37.0% |
| 5Y | +44.0% | +18.9% | +25.1% | +31.8% |
| 10Y | +140.1% | +665.4% | -525.3% | +61.4% |
| All | +323.9% | +869.4% | -545.5% | +141.9% |
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 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