+1,024.7%
XLE vs BN
+9,429.8%
-8,405.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +3.3% |
| 30D | +11.8% | -9.5% | +21.3% | +16.9% |
| 3M | +9.8% | -10.4% | +20.2% | +14.9% |
| 6M | +15.6% | -6.4% | +21.9% | +16.8% |
| YTD | +45.3% | -11.9% | +57.1% | +50.1% |
| 1Y | +48.3% | -8.6% | +56.9% | +49.6% |
| 3Y | +55.4% | +77.6% | -22.1% | +8.3% |
| 5Y | +216.1% | +37.0% | +179.1% | +142.0% |
| 10Y | +178.4% | +266.4% | -88.0% | +32.2% |
| All | +1,024.7% | +9,429.8% | -8,405.1% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling