-11.1%
BN vs M
+31.9%
-43.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | -1.2% | +2.4% | -3.6% | -1.7% |
| 30D | -10.9% | -11.6% | +0.7% | -8.4% |
| 3M | -11.1% | +1.6% | -12.7% | -11.9% |
| 6M | -4.4% | +25.2% | -29.6% | -10.6% |
| YTD | -14.1% | +3.8% | -17.9% | -16.4% |
| 1Y | -11.1% | +36.3% | -47.4% | -22.2% |
| All | -11.1% | +31.9% | -43.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling