+626.8%
BN vs BR
+1,286.0%
-659.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.2% |
| 7D | -1.2% | -5.9% | +4.8% | +2.2% |
| 30D | -10.9% | +1.9% | -12.8% | -12.0% |
| 3M | -11.1% | +14.7% | -25.7% | -18.4% |
| 6M | -4.4% | -12.8% | +8.4% | +1.6% |
| YTD | -14.1% | -23.0% | +8.9% | -2.6% |
| 1Y | -11.1% | -31.7% | +20.6% | +7.9% |
| 3Y | +75.6% | -4.8% | +80.3% | +76.1% |
| 5Y | +35.8% | +7.8% | +28.0% | +25.9% |
| 10Y | +261.6% | +184.1% | +77.5% | +92.9% |
| All | +626.8% | +1,286.0% | -659.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling