+75.6%
BN vs XHB
+26.5%
+49.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -0.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -10.9% | -9.1% | -1.8% | -5.0% |
| 3M | -11.1% | -2.3% | -8.8% | -10.5% |
| 6M | -4.4% | -4.1% | -0.2% | -2.8% |
| YTD | -14.1% | -1.7% | -12.4% | -14.8% |
| 1Y | -11.1% | -15.1% | +4.1% | -1.7% |
| 3Y | +75.6% | +26.8% | +48.7% | +27.3% |
| All | +75.6% | +26.5% | +49.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling