+42.0%
XLP vs BN
+29.3%
+12.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.7% | +5.3% | -4.6% | -0.1% |
| 30D | +10.3% | +11.9% | -1.6% | +8.2% |
| 3M | +6.5% | -5.7% | +12.3% | +7.5% |
| 6M | +8.4% | -10.6% | +19.0% | +10.1% |
| YTD | +18.2% | -9.4% | +27.6% | +19.4% |
| 1Y | +22.4% | -8.8% | +31.2% | +23.4% |
| 3Y | +41.9% | +95.6% | -53.7% | +20.6% |
| All | +42.0% | +29.3% | +12.7% | +29.1% |
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