+139.5%
XLP vs BN
+290.8%
-151.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +7.3% | +14.0% | -6.7% | +4.0% |
| 3M | +8.1% | -9.0% | +17.1% | +10.4% |
| 6M | +10.5% | -8.8% | +19.3% | +12.5% |
| YTD | +21.2% | -10.3% | +31.4% | +23.2% |
| 1Y | +22.7% | -5.8% | +28.5% | +23.2% |
| 3Y | +44.8% | +94.8% | -50.0% | +16.2% |
| 5Y | +44.7% | +31.5% | +13.3% | +27.4% |
| All | +139.5% | +290.8% | -151.3% | +47.8% |
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