+33.2%
BN vs INDA
+5.9%
+27.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.0% |
| 7D | -3.0% | -2.6% | -0.4% | -0.4% |
| 30D | -13.0% | -2.9% | -10.1% | -10.3% |
| 3M | -15.2% | +2.4% | -17.6% | -17.3% |
| 6M | -5.9% | -2.6% | -3.3% | -3.4% |
| YTD | -15.8% | -10.0% | -5.8% | -6.4% |
| 1Y | -12.2% | -7.7% | -4.5% | -5.2% |
| 3Y | +72.2% | +8.9% | +63.3% | +53.2% |
| 5Y | +33.2% | +6.0% | +27.2% | +19.1% |
| All | +33.2% | +5.9% | +27.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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