+34.5%
XLB vs BN
+79.0%
-44.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -0.2% | -1.2% | +0.9% | +0.2% |
| 30D | -1.7% | -10.9% | +9.2% | +2.5% |
| 3M | +4.4% | -11.1% | +15.4% | +8.9% |
| 6M | +5.0% | -4.4% | +9.4% | +6.1% |
| YTD | +15.5% | -14.1% | +29.6% | +21.2% |
| 1Y | +14.9% | -11.1% | +26.0% | +18.5% |
| 3Y | +34.5% | +75.6% | -41.0% | +6.5% |
| All | +34.5% | +79.0% | -44.5% | +6.5% |
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