+35.8%
BN vs A
-14.2%
+50.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.2% |
| 7D | -1.2% | -2.1% | +0.9% | -0.1% |
| 30D | -10.9% | +0.6% | -11.5% | -11.4% |
| 3M | -11.1% | +10.9% | -22.0% | -16.3% |
| 6M | -4.4% | +28.2% | -32.5% | -17.8% |
| YTD | -14.1% | +8.6% | -22.7% | -19.2% |
| 1Y | -11.1% | +15.5% | -26.6% | -19.6% |
| 3Y | +75.6% | +31.8% | +43.8% | +41.5% |
| 5Y | +35.8% | -14.9% | +50.7% | +31.9% |
| All | +35.8% | -14.2% | +50.0% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling