-8.3%
BN vs FIVE
+66.9%
-75.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +13.5% | +17.4% | -3.9% | +10.3% |
| 3M | -5.9% | +7.0% | -13.0% | -7.3% |
| 6M | -8.9% | +20.5% | -29.4% | -13.3% |
| YTD | -7.9% | +33.1% | -41.0% | -17.5% |
| 1Y | -8.3% | +67.1% | -75.4% | -29.1% |
| All | -8.3% | +66.9% | -75.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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