+34.1%
XLP vs BN
+37.9%
-3.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -2.5% | +1.4% | -0.6% |
| 30D | -0.9% | -9.5% | +8.6% | +0.7% |
| 3M | +3.8% | -10.4% | +14.2% | +5.6% |
| 6M | -1.7% | -6.4% | +4.6% | -1.0% |
| YTD | +10.3% | -11.9% | +22.1% | +11.9% |
| 1Y | +7.8% | -8.6% | +16.4% | +8.5% |
| 3Y | +27.2% | +77.6% | -50.4% | +10.2% |
| All | +34.1% | +37.9% | -3.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling