+1,080.1%
XLI vs BN
+9,762.3%
-8,682.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +0.5% | +13.6% | -13.1% | -5.1% |
| 3M | -8.6% | -6.7% | -1.9% | -6.2% |
| 6M | -2.3% | -9.0% | +6.7% | +1.1% |
| YTD | +10.1% | -8.8% | +18.9% | +13.1% |
| 1Y | +11.0% | -10.6% | +21.6% | +14.9% |
| 3Y | +72.3% | +98.8% | -26.5% | +23.2% |
| 5Y | +70.8% | +33.6% | +37.2% | +41.0% |
| 10Y | +228.7% | +298.3% | -69.6% | +66.7% |
| All | +1,080.1% | +9,762.3% | -8,682.2% | +120.5% |
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