+163.9%
XLE vs BN
+280.2%
-116.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.1% |
| 7D | -6.7% | +4.3% | -11.0% | -8.9% |
| 30D | -4.4% | +14.3% | -18.7% | -11.1% |
| 3M | +4.0% | -4.1% | +8.1% | +5.1% |
| 6M | +13.2% | -9.7% | +22.8% | +16.9% |
| YTD | +41.9% | -7.1% | +49.0% | +42.0% |
| 1Y | +41.6% | -7.4% | +49.1% | +41.5% |
| 3Y | +64.0% | +102.3% | -38.4% | -1.5% |
| 5Y | +158.1% | +35.9% | +122.2% | +90.4% |
| 10Y | +163.9% | +289.2% | -125.2% | +4.2% |
| All | +163.9% | +280.2% | -116.3% | +4.2% |
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