+33.5%
BN vs BR
+7.7%
+25.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -6.0% | +0.1% | -2.5% |
| 30D | -15.1% | -0.9% | -14.2% | -14.8% |
| 3M | -14.6% | +16.4% | -31.0% | -22.8% |
| 6M | -8.4% | -8.2% | -0.2% | -4.2% |
| YTD | -16.8% | -23.2% | +6.4% | -2.0% |
| 1Y | -14.4% | -30.9% | +16.6% | +8.9% |
| 3Y | +70.1% | -5.0% | +75.1% | +70.2% |
| 5Y | +33.5% | +8.8% | +24.8% | +15.0% |
| All | +33.5% | +7.7% | +25.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling