+5.0%
XEL vs BN
-11.7%
+16.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.4% | -1.0% | +3.4% | +2.5% |
| 30D | +8.3% | +14.0% | -5.7% | +7.3% |
| 3M | +4.2% | -9.0% | +13.2% | +4.2% |
| 6M | +3.7% | -8.8% | +12.6% | +3.9% |
| YTD | +13.1% | -10.3% | +23.3% | +12.0% |
| 1Y | +5.0% | -5.8% | +10.8% | +3.5% |
| All | +5.0% | -11.7% | +16.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling