+24.0%
B vs BN
-6.6%
+30.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +2.1% |
| 7D | +11.3% | +3.6% | +7.7% | +9.1% |
| 30D | +2.9% | +15.9% | -12.9% | -5.0% |
| 3M | -2.9% | -2.3% | -0.5% | -2.3% |
| 6M | -1.2% | -8.4% | +7.2% | +2.7% |
| YTD | -1.3% | -5.9% | +4.5% | -1.1% |
| All | +24.0% | -6.6% | +30.7% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling