+37.9%
XLB vs BN
+38.9%
-1.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.4% |
| 30D | -0.4% | -9.5% | +9.1% | +3.9% |
| 3M | +2.0% | -10.4% | +12.4% | +6.7% |
| 6M | +1.8% | -6.4% | +8.2% | +4.0% |
| YTD | +16.6% | -11.9% | +28.4% | +21.7% |
| 1Y | +16.9% | -8.6% | +25.6% | +19.7% |
| 3Y | +32.6% | +77.6% | -45.0% | -2.8% |
| All | +37.9% | +38.9% | -1.0% | +9.8% |
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