+29.0%
ALL vs BN
-11.2%
+40.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.7% |
| 30D | -4.7% | -10.9% | +6.2% | -4.7% |
| 3M | +18.4% | -11.1% | +29.4% | +18.3% |
| 6M | +20.5% | -4.4% | +24.9% | +19.9% |
| YTD | +23.5% | -14.1% | +37.7% | +23.2% |
| 1Y | +29.0% | -11.1% | +40.0% | +27.3% |
| All | +29.0% | -11.2% | +40.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling