+1,106.7%
XLY vs BN
+8,935.7%
-7,829.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -1.7% | -5.2% | +3.5% | +0.6% |
| 30D | -4.2% | -14.5% | +10.3% | +2.4% |
| 3M | -2.7% | -15.0% | +12.3% | +4.2% |
| 6M | -0.6% | -5.4% | +4.8% | +1.4% |
| YTD | -5.0% | -16.4% | +11.4% | +1.7% |
| 1Y | -4.1% | -16.2% | +12.1% | +2.4% |
| 3Y | +33.6% | +67.5% | -33.9% | +4.2% |
| 5Y | +28.7% | +34.1% | -5.4% | +9.2% |
| 10Y | +219.6% | +261.8% | -42.2% | +76.2% |
| All | +1,106.7% | +8,935.7% | -7,829.0% | +162.3% |
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