+788.5%
XLK vs BN
+265.2%
+523.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +0.2% | -5.2% | +5.4% | +3.0% |
| 30D | -0.6% | -14.5% | +13.8% | +7.7% |
| 3M | +2.6% | -15.0% | +17.5% | +11.4% |
| 6M | +34.0% | -5.4% | +39.4% | +36.9% |
| YTD | +30.7% | -16.4% | +47.1% | +41.8% |
| 1Y | +39.2% | -16.2% | +55.4% | +50.4% |
| 3Y | +120.4% | +67.5% | +52.9% | +60.6% |
| 5Y | +148.8% | +34.1% | +114.7% | +100.6% |
| All | +788.5% | +265.2% | +523.3% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling