+659.7%
BN vs BR
+1,481.8%
-822.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -1.0% | +1.1% | -2.1% | -1.6% |
| 30D | +14.0% | +14.4% | -0.4% | +5.8% |
| 3M | -9.0% | +12.4% | -21.4% | -15.1% |
| 6M | -8.8% | +35.4% | -44.3% | -24.2% |
| YTD | -10.3% | -12.2% | +1.9% | -5.7% |
| 1Y | -5.8% | -12.7% | +6.9% | -0.7% |
| 3Y | +94.8% | +14.3% | +80.5% | +75.8% |
| 5Y | +31.5% | +19.3% | +12.2% | +15.1% |
| 10Y | +291.9% | +278.1% | +13.8% | +78.8% |
| All | +659.7% | +1,481.8% | -822.1% | +53.4% |
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