+163.9%
XLE vs BN
+289.4%
-125.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | -1.4% |
| 7D | -7.9% | +3.6% | -11.5% | -9.8% |
| 30D | -4.8% | +15.9% | -20.7% | -12.1% |
| 3M | +8.4% | -2.3% | +10.7% | +8.6% |
| 6M | +12.7% | -8.4% | +21.1% | +15.7% |
| YTD | +41.3% | -5.9% | +47.2% | +40.4% |
| 1Y | +42.3% | -5.6% | +47.9% | +40.7% |
| 3Y | +65.1% | +104.2% | -39.2% | -1.2% |
| 5Y | +150.2% | +35.5% | +114.7% | +85.9% |
| 10Y | +163.9% | +285.2% | -121.3% | +4.5% |
| All | +163.9% | +289.4% | -125.4% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling