+75.6%
BN vs BB
+68.2%
+7.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -10.9% | -12.4% | +1.4% | -9.0% |
| 3M | -11.1% | -15.3% | +4.2% | -10.0% |
| 6M | -4.4% | +128.8% | -133.1% | -22.3% |
| YTD | -14.1% | +107.7% | -121.8% | -28.8% |
| 1Y | -11.1% | +103.9% | -114.9% | -26.5% |
| 3Y | +75.6% | +72.6% | +3.0% | +37.7% |
| All | +75.6% | +68.2% | +7.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling