+422.3%
XLF vs BN
+9,429.8%
-9,007.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | 0.0% | -2.5% | +2.5% | +1.4% |
| 30D | +0.2% | -9.5% | +9.7% | +5.7% |
| 3M | +11.7% | -10.4% | +22.1% | +18.4% |
| 6M | +13.8% | -6.4% | +20.1% | +16.8% |
| YTD | +7.0% | -11.9% | +18.9% | +13.0% |
| 1Y | +9.1% | -8.6% | +17.8% | +12.3% |
| 3Y | +75.6% | +77.6% | -1.9% | +19.1% |
| 5Y | +66.4% | +37.0% | +29.4% | +26.4% |
| 10Y | +250.3% | +266.4% | -16.1% | +45.3% |
| All | +422.3% | +9,429.8% | -9,007.5% | -28.9% |
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