+73.6%
XLC vs BN
+85.7%
-12.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -2.5% | +1.6% | 0.0% |
| 30D | +1.0% | -9.5% | +10.5% | +4.5% |
| 3M | -0.7% | -10.4% | +9.7% | +3.0% |
| 6M | -5.1% | -6.4% | +1.2% | -3.5% |
| YTD | -4.3% | -11.9% | +7.6% | -1.0% |
| 1Y | -0.6% | -8.6% | +8.1% | +1.1% |
| All | +73.6% | +85.7% | -12.2% | +36.4% |
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