+145.0%
ALL vs BN
+29.3%
+115.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -1.9% | +5.3% | -7.3% | -3.2% |
| 30D | +13.8% | +11.9% | +1.9% | +10.8% |
| 3M | -7.0% | -5.7% | -1.3% | -5.8% |
| 6M | +18.0% | -10.6% | +28.6% | +20.6% |
| YTD | +24.2% | -9.4% | +33.6% | +25.8% |
| 1Y | +31.2% | -8.8% | +40.0% | +32.4% |
| 3Y | +107.5% | +95.6% | +11.9% | +65.6% |
| All | +145.0% | +29.3% | +115.7% | +114.4% |
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