-4.7%
BN vs BR
-14.2%
+9.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.0% | +5.5% |
| 7D | +12.0% | +7.0% | +5.0% | +10.8% |
| 30D | +17.0% | +19.0% | -2.0% | +14.3% |
| 3M | -3.2% | +13.1% | -16.3% | -4.9% |
| 6M | -3.9% | +24.6% | -28.5% | -6.5% |
| YTD | -5.6% | -13.6% | +8.0% | +0.6% |
| 1Y | -4.7% | -13.1% | +8.4% | +1.9% |
| All | -4.7% | -14.2% | +9.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling