+177.0%
XLV vs BX
+678.4%
-501.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.2% | -5.8% | +3.6% | -0.8% |
| 30D | +0.2% | -10.9% | +11.1% | +2.9% |
| 3M | +9.5% | +5.5% | +4.0% | +7.7% |
| 6M | +12.9% | +22.5% | -9.5% | +6.7% |
| YTD | +9.3% | -14.2% | +23.4% | +12.0% |
| 1Y | +23.6% | -26.4% | +50.0% | +31.2% |
| 3Y | +32.4% | +25.2% | +7.2% | +18.9% |
| 5Y | +37.4% | +17.0% | +20.5% | +19.7% |
| 10Y | +177.0% | +681.4% | -504.4% | +41.7% |
| All | +177.0% | +678.4% | -501.4% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling