+20.7%
XLK vs BN
-3.9%
+24.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -2.0% |
| 7D | -7.6% | +12.0% | -19.6% | -11.4% |
| 30D | -12.2% | +17.0% | -29.2% | -17.3% |
| 3M | -5.5% | -3.2% | -2.2% | -4.0% |
| 6M | +9.2% | -3.9% | +13.0% | +11.0% |
| YTD | +23.0% | -5.6% | +28.6% | +23.6% |
| 1Y | +20.7% | -4.7% | +25.4% | +20.6% |
| All | +20.7% | -3.9% | +24.6% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling