+1,477.5%
XLK vs BN
+9,183.9%
-7,706.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.4% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | -0.1% | -10.9% | +10.9% | +4.8% |
| 3M | +2.1% | -11.1% | +13.2% | +7.1% |
| 6M | +37.2% | -4.4% | +41.5% | +39.1% |
| YTD | +30.8% | -14.1% | +45.0% | +38.3% |
| 1Y | +42.6% | -11.1% | +53.7% | +48.3% |
| 3Y | +121.8% | +75.6% | +46.3% | +71.0% |
| 5Y | +145.7% | +35.8% | +109.9% | +108.3% |
| 10Y | +782.1% | +261.6% | +520.5% | +399.7% |
| All | +1,477.5% | +9,183.9% | -7,706.4% | +274.4% |
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 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