+176.5%
XLE vs BN
+297.2%
-120.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | -4.3% | +13.6% | -17.8% | -10.7% |
| 3M | +6.0% | -6.7% | +12.7% | +8.6% |
| 6M | +13.2% | -9.0% | +22.2% | +16.5% |
| YTD | +46.7% | -8.8% | +55.5% | +48.1% |
| 1Y | +46.6% | -10.6% | +57.2% | +49.2% |
| 3Y | +69.6% | +98.8% | -29.2% | +2.7% |
| 5Y | +166.5% | +33.6% | +132.9% | +98.4% |
| All | +176.5% | +297.2% | -120.8% | +12.7% |
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