+631.4%
XLY vs BX
+869.4%
-237.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.1% |
| 7D | -1.7% | -5.6% | +3.9% | +0.1% |
| 30D | -4.2% | -12.2% | +8.0% | -0.2% |
| 3M | -2.7% | +7.4% | -10.1% | -5.3% |
| 6M | -0.6% | +22.2% | -22.8% | -7.7% |
| YTD | -5.0% | -14.0% | +9.0% | -1.8% |
| 1Y | -4.1% | -27.3% | +23.2% | +4.3% |
| 3Y | +33.6% | +24.5% | +9.0% | +20.4% |
| 5Y | +28.7% | +18.9% | +9.8% | +14.2% |
| 10Y | +219.6% | +665.4% | -445.8% | +63.1% |
| All | +631.4% | +869.4% | -237.9% | +180.6% |
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