+28.4%
XLY vs BN
+33.2%
-4.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -1.7% | -5.2% | +3.5% | +1.1% |
| 30D | -4.2% | -14.5% | +10.3% | +4.2% |
| 3M | -2.7% | -15.0% | +12.3% | +6.0% |
| 6M | -0.6% | -5.4% | +4.8% | +1.7% |
| YTD | -5.0% | -16.4% | +11.4% | +3.3% |
| 1Y | -4.1% | -16.2% | +12.1% | +3.7% |
| 3Y | +33.6% | +67.5% | -33.9% | -6.0% |
| All | +28.4% | +33.2% | -4.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling