+561.3%
XLP vs BN
+9,790.7%
-9,229.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.1% |
| 7D | +3.5% | +5.7% | -2.2% | +2.2% |
| 30D | +11.6% | +12.0% | -0.4% | +8.9% |
| 3M | +7.6% | -6.1% | +13.7% | +8.9% |
| 6M | +10.0% | -8.6% | +18.6% | +11.8% |
| YTD | +19.7% | -8.5% | +28.3% | +21.0% |
| 1Y | +23.5% | -8.4% | +31.9% | +24.6% |
| 3Y | +44.0% | +92.3% | -48.3% | +21.3% |
| 5Y | +42.7% | +31.3% | +11.3% | +28.3% |
| 10Y | +131.3% | +280.5% | -149.2% | +61.6% |
| All | +561.3% | +9,790.7% | -9,229.4% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling