+170.7%
XLE vs BN
+259.6%
-88.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.5% |
| 30D | +12.6% | -10.9% | +23.6% | +19.1% |
| 3M | +11.8% | -11.1% | +22.9% | +17.8% |
| 6M | +16.1% | -4.4% | +20.4% | +15.9% |
| YTD | +46.9% | -14.1% | +61.0% | +54.0% |
| 1Y | +53.3% | -11.1% | +64.3% | +56.3% |
| 3Y | +54.9% | +75.6% | -20.6% | +0.5% |
| 5Y | +225.7% | +35.8% | +189.9% | +136.9% |
| 10Y | +170.7% | +261.6% | -90.9% | +8.3% |
| All | +170.7% | +259.6% | -88.9% | +8.3% |
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