+9,525.8%
BN vs BB
+258.8%
+9,267.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | -5.6% | +3.2% | -1.8% |
| 30D | -9.5% | -11.8% | +2.3% | -8.3% |
| 3M | -10.4% | -25.5% | +15.1% | -8.2% |
| 6M | -6.4% | +121.3% | -127.6% | -15.6% |
| YTD | -11.9% | +103.2% | -115.0% | -19.8% |
| 1Y | -8.6% | +102.6% | -111.2% | -17.1% |
| 3Y | +77.6% | +37.5% | +40.1% | +63.1% |
| 5Y | +37.0% | -30.4% | +67.5% | +32.3% |
| 10Y | +266.4% | 0.0% | +266.4% | +211.9% |
| All | +9,525.8% | +258.8% | +9,267.0% | +8,308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling