+95.6%
BN vs M
+100.8%
-5.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.2% |
| 7D | +5.3% | -4.3% | +9.6% | +6.4% |
| 30D | +11.9% | +1.3% | +10.6% | +11.6% |
| 3M | -5.7% | -7.4% | +1.6% | -4.3% |
| 6M | -10.6% | +18.3% | -29.0% | -14.7% |
| YTD | -9.4% | +7.6% | -16.9% | -12.0% |
| 1Y | -8.8% | +17.4% | -26.2% | -13.4% |
| 3Y | +95.6% | +108.4% | -12.7% | +54.3% |
| All | +95.6% | +100.8% | -5.2% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling