+3,646.0%
ALL vs BN
+31,574.7%
-27,928.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | -1.9% | +5.3% | -7.3% | -4.1% |
| 30D | +13.8% | +11.9% | +1.9% | +8.6% |
| 3M | -7.0% | -5.7% | -1.3% | -5.0% |
| 6M | +18.0% | -10.6% | +28.6% | +22.4% |
| YTD | +24.2% | -9.4% | +33.6% | +26.7% |
| 1Y | +31.2% | -8.8% | +40.0% | +33.2% |
| 3Y | +107.5% | +95.6% | +11.9% | +47.5% |
| 5Y | +144.8% | +30.2% | +114.6% | +99.7% |
| 10Y | +375.8% | +277.0% | +98.7% | +135.0% |
| All | +3,646.0% | +31,574.7% | -27,928.8% | +468.7% |
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 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