+147.8%
XEL vs BN
+265.2%
-117.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -5.2% | +4.9% | +1.0% |
| 30D | -3.9% | -14.5% | +10.5% | -0.2% |
| 3M | -2.8% | -15.0% | +12.2% | +1.1% |
| 6M | -5.4% | -5.4% | 0.0% | -4.6% |
| YTD | +3.8% | -16.4% | +20.2% | +7.6% |
| 1Y | +6.8% | -16.2% | +23.1% | +10.3% |
| 3Y | +45.6% | +67.5% | -21.9% | +19.7% |
| 5Y | +30.7% | +34.1% | -3.4% | +11.9% |
| All | +147.8% | +265.2% | -117.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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