+49.0%
XEL vs BN
+31.1%
+18.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.4% | -1.0% | +3.4% | +2.6% |
| 30D | +8.3% | +14.0% | -5.7% | +5.8% |
| 3M | +4.2% | -9.0% | +13.2% | +5.7% |
| 6M | +3.7% | -8.8% | +12.6% | +5.1% |
| YTD | +13.1% | -10.3% | +23.3% | +14.4% |
| 1Y | +5.0% | -5.8% | +10.8% | +5.2% |
| 3Y | +55.0% | +94.8% | -39.8% | +30.3% |
| All | +49.0% | +31.1% | +18.0% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling