+9,381.5%
BN vs A
+457.0%
+8,924.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.5% | -1.9% | -0.5% | -2.0% |
| 30D | -9.5% | +6.9% | -16.4% | -11.2% |
| 3M | -10.4% | +9.2% | -19.6% | -12.7% |
| 6M | -6.4% | +25.7% | -32.0% | -12.5% |
| YTD | -11.9% | +11.5% | -23.4% | -15.1% |
| 1Y | -8.6% | +18.4% | -27.0% | -13.4% |
| 3Y | +77.6% | +26.6% | +50.9% | +64.6% |
| 5Y | +37.0% | -12.8% | +49.8% | +38.8% |
| 10Y | +266.4% | +247.2% | +19.2% | +171.4% |
| All | +9,381.5% | +457.0% | +8,924.5% | +4,963.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling