+65.0%
XLF vs BN
+30.5%
+34.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.9% | -5.9% | +3.0% | -0.4% |
| 30D | -1.6% | -15.1% | +13.5% | +5.3% |
| 3M | +9.3% | -14.6% | +23.8% | +16.6% |
| 6M | +14.6% | -8.4% | +23.0% | +18.0% |
| YTD | +4.7% | -16.8% | +21.5% | +12.0% |
| 1Y | +8.6% | -14.4% | +23.0% | +14.3% |
| 3Y | +73.9% | +70.1% | +3.8% | +31.4% |
| 5Y | +65.0% | +33.5% | +31.5% | +36.1% |
| All | +65.0% | +30.5% | +34.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling