+114.8%
ALL vs BN
+35.3%
+79.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -4.7% | -10.9% | +6.2% | -2.1% |
| 3M | +18.4% | -11.1% | +29.4% | +21.4% |
| 6M | +20.5% | -4.4% | +24.9% | +20.9% |
| YTD | +23.5% | -14.1% | +37.7% | +26.9% |
| 1Y | +29.0% | -11.1% | +40.0% | +30.7% |
| 3Y | +153.7% | +75.6% | +78.2% | +107.8% |
| 5Y | +114.8% | +35.8% | +79.0% | +85.2% |
| All | +114.8% | +35.3% | +79.5% | +85.2% |
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