+633.7%
XLU vs BN
+8,895.5%
-8,261.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.2% | -5.9% | +4.7% | +0.4% |
| 30D | -2.5% | -15.1% | +12.5% | +1.7% |
| 3M | -2.7% | -14.6% | +11.8% | +1.2% |
| 6M | -7.5% | -8.4% | +1.0% | -5.8% |
| YTD | +0.9% | -16.8% | +17.7% | +5.1% |
| 1Y | +3.3% | -14.4% | +17.7% | +6.4% |
| 3Y | +47.3% | +70.1% | -22.8% | +22.9% |
| 5Y | +44.4% | +33.5% | +10.9% | +26.0% |
| 10Y | +140.8% | +260.2% | -119.4% | +57.3% |
| All | +633.7% | +8,895.5% | -8,261.8% | +183.4% |
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