+42.6%
XLP vs BN
+34.7%
+7.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +2.3% | +4.3% | -2.0% | +1.6% |
| 30D | +9.1% | +14.3% | -5.2% | +6.7% |
| 3M | +7.9% | -4.1% | +12.0% | +8.5% |
| 6M | +9.6% | -9.7% | +19.3% | +11.1% |
| YTD | +19.4% | -7.1% | +26.6% | +20.1% |
| 1Y | +22.4% | -7.4% | +29.8% | +23.0% |
| 3Y | +43.2% | +102.3% | -59.2% | +20.9% |
| 5Y | +42.6% | +35.9% | +6.6% | +28.6% |
| All | +42.6% | +34.7% | +7.9% | +28.6% |
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 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