+719.1%
B vs BN
+15,687.7%
-14,968.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +9.6% | +5.3% | +4.2% | +8.4% |
| 30D | +3.5% | +11.9% | -8.4% | +1.1% |
| 3M | -1.6% | -5.7% | +4.2% | -0.4% |
| 6M | -1.7% | -10.6% | +8.9% | +0.7% |
| YTD | -5.3% | -9.4% | +4.0% | -3.4% |
| 1Y | +27.2% | -8.8% | +36.0% | +29.6% |
| 3Y | +166.1% | +95.6% | +70.5% | +129.5% |
| 5Y | +136.5% | +30.2% | +106.3% | +117.4% |
| 10Y | +172.2% | +277.0% | -104.8% | +94.2% |
| All | +719.1% | +15,687.7% | -14,968.6% | +274.8% |
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