-12.2%
BN vs A
+13.9%
-26.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -3.0% | -4.4% | +1.4% | -1.8% |
| 30D | -13.0% | -2.7% | -10.3% | -12.4% |
| 3M | -15.2% | +7.0% | -22.3% | -17.0% |
| 6M | -5.9% | +24.6% | -30.5% | -13.0% |
| YTD | -15.8% | +7.0% | -22.8% | -17.3% |
| 1Y | -12.2% | +15.6% | -27.8% | -12.9% |
| All | -12.2% | +13.9% | -26.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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