+527.6%
BN vs FIVE
+868.1%
-340.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.5% |
| 7D | -2.5% | +4.3% | -6.7% | -3.5% |
| 30D | -9.5% | +12.5% | -22.0% | -12.3% |
| 3M | -10.4% | +31.2% | -41.6% | -16.5% |
| 6M | -6.4% | +14.4% | -20.7% | -10.5% |
| YTD | -11.9% | +33.9% | -45.8% | -19.0% |
| 1Y | -8.6% | +65.1% | -73.7% | -20.5% |
| 3Y | +77.6% | +49.0% | +28.6% | +49.1% |
| 5Y | +37.0% | +30.3% | +6.7% | +15.4% |
| 10Y | +266.4% | +481.1% | -214.7% | +129.0% |
| All | +527.6% | +868.1% | -340.6% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling