+32.9%
BN vs FRSH
-72.5%
+105.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -5.2% | -6.6% | +1.4% | -3.8% |
| 30D | -14.5% | +2.1% | -16.6% | -15.0% |
| 3M | -15.0% | +29.0% | -44.0% | -20.1% |
| 6M | -5.4% | +48.6% | -54.0% | -14.5% |
| YTD | -16.4% | -2.9% | -13.5% | -17.5% |
| 1Y | -16.2% | -7.9% | -8.3% | -16.5% |
| 3Y | +67.5% | -46.5% | +114.0% | +82.0% |
| All | +32.9% | -72.5% | +105.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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