+988.3%
XLE vs BN
+9,700.7%
-8,712.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -12.0% | +5.3% | -17.3% | -14.5% |
| 30D | -2.7% | +11.9% | -14.6% | -8.3% |
| 3M | +6.6% | -5.7% | +12.3% | +8.5% |
| 6M | +9.5% | -10.6% | +20.1% | +13.4% |
| YTD | +40.6% | -9.4% | +49.9% | +42.2% |
| 1Y | +43.6% | -8.8% | +52.4% | +44.5% |
| 3Y | +58.1% | +95.6% | -37.5% | +5.0% |
| 5Y | +152.2% | +30.2% | +122.0% | +97.3% |
| 10Y | +172.9% | +277.0% | -104.1% | +27.0% |
| All | +988.3% | +9,700.7% | -8,712.4% | +116.8% |
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