+58.1%
XLE vs BN
+90.6%
-32.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -12.0% | +5.3% | -17.3% | -12.9% |
| 30D | -2.7% | +11.9% | -14.6% | -4.8% |
| 3M | +6.6% | -5.7% | +12.3% | +7.7% |
| 6M | +9.5% | -10.6% | +20.1% | +11.7% |
| YTD | +40.6% | -9.4% | +49.9% | +42.0% |
| 1Y | +43.6% | -8.8% | +52.4% | +44.5% |
| 3Y | +58.1% | +95.6% | -37.5% | +28.3% |
| All | +58.1% | +90.6% | -32.5% | +28.3% |
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 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