+33.2%
BN vs BB
-25.5%
+58.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | -13.0% | -12.2% | -0.8% | -10.7% |
| 3M | -15.2% | -12.3% | -2.9% | -14.5% |
| 6M | -5.9% | +122.7% | -128.6% | -25.9% |
| YTD | -15.8% | +104.5% | -120.3% | -32.3% |
| 1Y | -12.2% | +106.7% | -118.8% | -30.3% |
| 3Y | +72.2% | +70.0% | +2.2% | +34.2% |
| 5Y | +33.2% | -27.8% | +61.0% | +22.5% |
| All | +33.2% | -25.5% | +58.7% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling