+153.8%
B vs BN
+35.3%
+118.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +1.4% | -10.9% | +12.3% | +5.0% |
| 3M | +12.2% | -11.1% | +23.3% | +16.4% |
| 6M | -2.1% | -4.4% | +2.2% | -0.7% |
| YTD | +2.9% | -14.1% | +17.1% | +7.5% |
| 1Y | +55.3% | -11.1% | +66.4% | +60.4% |
| 3Y | +198.7% | +75.6% | +123.1% | +149.3% |
| 5Y | +153.8% | +35.8% | +118.0% | +113.3% |
| All | +153.8% | +35.3% | +118.5% | +113.3% |
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