+3,716.0%
ALL vs BN
+30,699.2%
-26,983.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +1.0% |
| 30D | -1.5% | -9.5% | +8.0% | +2.4% |
| 3M | +23.6% | -10.4% | +34.0% | +28.6% |
| 6M | +22.3% | -6.4% | +28.7% | +24.2% |
| YTD | +26.5% | -11.9% | +38.4% | +30.8% |
| 1Y | +27.0% | -8.6% | +35.6% | +28.7% |
| 3Y | +149.6% | +77.6% | +72.0% | +84.1% |
| 5Y | +118.1% | +37.0% | +81.0% | +73.9% |
| 10Y | +369.0% | +266.4% | +102.6% | +134.6% |
| All | +3,716.0% | +30,699.2% | -26,983.2% | +487.0% |
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