+46.9%
XEL vs BN
+71.3%
-24.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.9% | -3.0% | +3.9% | +1.3% |
| 30D | -0.9% | -13.0% | +12.1% | +0.8% |
| 3M | -1.4% | -15.2% | +13.8% | +0.6% |
| 6M | -5.8% | -5.9% | +0.1% | -5.3% |
| YTD | +4.7% | -15.8% | +20.5% | +6.6% |
| 1Y | +9.1% | -12.2% | +21.2% | +10.0% |
| All | +46.9% | +71.3% | -24.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling