-6.2%
BN vs M
+25.7%
-31.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +1.8% |
| 7D | +3.6% | +2.5% | +1.1% | +2.9% |
| 30D | +15.9% | +10.1% | +5.8% | +13.2% |
| 3M | -2.3% | -0.9% | -1.4% | -2.5% |
| 6M | -8.4% | +30.2% | -38.6% | -14.7% |
| YTD | -5.9% | +16.3% | -22.2% | -11.0% |
| All | -6.2% | +25.7% | -31.8% | -14.6% |
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