+3,754.3%
ALL vs BN
+32,095.3%
-28,340.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.6% | -2.4% | -0.1% | -1.7% |
| 30D | +12.7% | +13.5% | -0.8% | +6.9% |
| 3M | +0.4% | -5.9% | +6.3% | +2.6% |
| 6M | +23.8% | -8.9% | +32.7% | +27.3% |
| YTD | +27.8% | -7.9% | +35.7% | +29.4% |
| 1Y | +28.9% | -8.3% | +37.2% | +30.5% |
| 3Y | +113.9% | +100.8% | +13.1% | +50.3% |
| 5Y | +157.4% | +38.2% | +119.2% | +104.6% |
| 10Y | +369.0% | +302.3% | +66.7% | +125.5% |
| All | +3,754.3% | +32,095.3% | -28,340.9% | +480.9% |
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