+820.5%
XLB vs BN
+9,429.8%
-8,609.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.3% |
| 30D | -0.4% | -9.5% | +9.1% | +4.3% |
| 3M | +2.0% | -10.4% | +12.4% | +7.2% |
| 6M | +1.8% | -6.4% | +8.2% | +4.2% |
| YTD | +16.6% | -11.9% | +28.4% | +22.2% |
| 1Y | +16.9% | -8.6% | +25.6% | +20.0% |
| 3Y | +32.6% | +77.6% | -45.0% | -4.1% |
| 5Y | +35.6% | +37.0% | -1.4% | +8.4% |
| 10Y | +160.0% | +266.4% | -106.4% | +25.4% |
| All | +820.5% | +9,429.8% | -8,609.3% | +37.5% |
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 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