+1,920.9%
XEL vs BN
+14,855.3%
-12,934.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.0% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | -1.5% | -10.9% | +9.4% | +0.5% |
| 3M | -0.2% | -11.1% | +10.9% | +1.8% |
| 6M | -5.4% | -4.4% | -1.1% | -5.0% |
| YTD | +5.6% | -14.1% | +19.8% | +8.0% |
| 1Y | +10.5% | -11.1% | +21.5% | +11.9% |
| 3Y | +49.2% | +75.6% | -26.4% | +30.8% |
| 5Y | +30.1% | +35.8% | -5.7% | +17.9% |
| 10Y | +146.7% | +261.6% | -114.9% | +85.0% |
| All | +1,920.9% | +14,855.3% | -12,934.4% | +1,038.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling