-0.9%
BA vs BN
+37.9%
-38.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.2% | -2.5% | +3.6% | +2.5% |
| 30D | -11.6% | -9.5% | -2.1% | -6.9% |
| 3M | -2.4% | -10.4% | +8.0% | +3.5% |
| 6M | -6.6% | -6.4% | -0.3% | -3.8% |
| YTD | -2.2% | -11.9% | +9.6% | +3.4% |
| 1Y | -8.0% | -8.6% | +0.6% | -5.1% |
| 3Y | -5.0% | +77.6% | -82.5% | -34.0% |
| All | -0.9% | +37.9% | -38.8% | -20.2% |
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