+104.2%
BN vs IT
-52.4%
+156.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.4% | +3.7% |
| 7D | +3.6% | -18.8% | +22.4% | +7.9% |
| 30D | +15.9% | -0.1% | +15.9% | +15.7% |
| 3M | -2.3% | +2.9% | -5.3% | -3.5% |
| 6M | -8.4% | +20.4% | -28.8% | -13.5% |
| YTD | -5.9% | -24.3% | +18.4% | +1.4% |
| 1Y | -5.6% | -17.2% | +11.6% | -1.6% |
| 3Y | +104.2% | -52.4% | +156.6% | +171.6% |
| All | +104.2% | -52.4% | +156.6% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling