+508.9%
XLP vs BN
+9,429.8%
-8,920.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | -2.5% | +1.4% | -0.5% |
| 30D | -0.9% | -9.5% | +8.6% | +1.2% |
| 3M | +3.8% | -10.4% | +14.2% | +6.1% |
| 6M | -1.7% | -6.4% | +4.6% | -0.8% |
| YTD | +10.3% | -11.9% | +22.1% | +12.4% |
| 1Y | +7.8% | -8.6% | +16.4% | +8.8% |
| 3Y | +27.2% | +77.6% | -50.4% | +8.8% |
| 5Y | +32.5% | +37.0% | -4.5% | +18.0% |
| 10Y | +101.8% | +266.4% | -164.6% | +42.1% |
| All | +508.9% | +9,429.8% | -8,920.9% | +180.7% |
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