+28.3%
XLP vs BN
+77.7%
-49.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -2.5% | +1.4% | -0.7% |
| 30D | -0.9% | -9.5% | +8.6% | +0.2% |
| 3M | +3.8% | -10.4% | +14.2% | +5.0% |
| 6M | -1.7% | -6.4% | +4.6% | -1.2% |
| YTD | +10.3% | -11.9% | +22.1% | +11.4% |
| 1Y | +7.8% | -8.6% | +16.4% | +8.2% |
| All | +28.3% | +77.7% | -49.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling