+835.0%
XLB vs BN
+9,861.8%
-9,026.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.5% |
| 30D | +7.2% | +13.5% | -6.3% | +0.8% |
| 3M | 0.0% | -5.9% | +6.0% | +2.6% |
| 6M | +2.3% | -8.9% | +11.2% | +6.3% |
| YTD | +18.4% | -7.9% | +26.3% | +21.3% |
| 1Y | +23.3% | -8.3% | +31.6% | +26.4% |
| 3Y | +45.2% | +100.8% | -55.6% | -0.7% |
| 5Y | +31.0% | +38.2% | -7.3% | +4.2% |
| 10Y | +168.8% | +302.3% | -133.6% | +23.9% |
| All | +835.0% | +9,861.8% | -9,026.8% | +36.5% |
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