+135.4%
XLP vs BN
+280.2%
-144.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +2.3% | +4.3% | -2.0% | +1.3% |
| 30D | +9.1% | +14.3% | -5.2% | +5.6% |
| 3M | +7.9% | -4.1% | +12.0% | +8.8% |
| 6M | +9.6% | -9.7% | +19.3% | +11.9% |
| YTD | +19.4% | -7.1% | +26.6% | +20.4% |
| 1Y | +22.4% | -7.4% | +29.8% | +23.3% |
| 3Y | +43.2% | +102.3% | -59.2% | +13.9% |
| 5Y | +42.6% | +35.9% | +6.6% | +24.6% |
| 10Y | +135.4% | +289.2% | -153.7% | +47.6% |
| All | +135.4% | +280.2% | -144.8% | +47.6% |
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 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