+169.4%
XLV vs BN
+265.2%
-95.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -5.2% | +1.6% | -2.0% |
| 30D | -1.8% | -14.5% | +12.6% | +2.9% |
| 3M | +7.8% | -15.0% | +22.8% | +13.1% |
| 6M | +9.1% | -5.4% | +14.5% | +10.3% |
| YTD | +7.7% | -16.4% | +24.2% | +12.7% |
| 1Y | +20.4% | -16.2% | +36.7% | +25.4% |
| 3Y | +30.8% | +67.5% | -36.8% | +5.2% |
| 5Y | +34.6% | +34.1% | +0.5% | +14.2% |
| All | +169.4% | +265.2% | -95.8% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling