+656.6%
BN vs INDA
+115.1%
+541.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.9% |
| 30D | -9.5% | -0.8% | -8.7% | -9.0% |
| 3M | -10.4% | +3.9% | -14.3% | -12.6% |
| 6M | -6.4% | -0.7% | -5.6% | -5.8% |
| YTD | -11.9% | -7.7% | -4.2% | -7.2% |
| 1Y | -8.6% | -5.1% | -3.5% | -5.5% |
| 3Y | +77.6% | +13.6% | +63.9% | +64.7% |
| 5Y | +37.0% | +7.8% | +29.2% | +32.0% |
| 10Y | +266.4% | +84.6% | +181.7% | +154.1% |
| All | +656.6% | +115.1% | +541.5% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling