+889.2%
XLV vs BN
+8,935.7%
-8,046.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -5.2% | +1.6% | -2.1% |
| 30D | -1.8% | -14.5% | +12.6% | +2.5% |
| 3M | +7.8% | -15.0% | +22.8% | +12.6% |
| 6M | +9.1% | -5.4% | +14.5% | +10.3% |
| YTD | +7.7% | -16.4% | +24.2% | +12.3% |
| 1Y | +20.4% | -16.2% | +36.7% | +25.1% |
| 3Y | +30.8% | +67.5% | -36.8% | +8.8% |
| 5Y | +34.6% | +34.1% | +0.5% | +16.9% |
| 10Y | +173.4% | +261.8% | -88.5% | +74.1% |
| All | +889.2% | +8,935.7% | -8,046.5% | +202.3% |
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