+162.4%
ALL vs BN
+31.1%
+131.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +5.0% | -1.0% | +6.0% | +5.2% |
| 30D | +13.3% | +14.0% | -0.6% | +9.9% |
| 3M | +3.2% | -9.0% | +12.2% | +5.3% |
| 6M | +25.3% | -8.8% | +34.2% | +27.4% |
| YTD | +30.5% | -10.3% | +40.7% | +32.4% |
| 1Y | +29.2% | -5.8% | +35.0% | +29.3% |
| 3Y | +119.1% | +94.8% | +24.3% | +74.6% |
| All | +162.4% | +31.1% | +131.4% | +127.7% |
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