+94.8%
BN vs M
+158.0%
-63.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -1.0% | +7.0% | -8.0% | -2.6% |
| 30D | +14.0% | +8.9% | +5.1% | +11.6% |
| 3M | -9.0% | +4.5% | -13.5% | -10.2% |
| 6M | -8.8% | +36.2% | -45.0% | -15.9% |
| YTD | -10.3% | +15.1% | -25.4% | -14.3% |
| 1Y | -5.8% | +27.4% | -33.3% | -12.5% |
| 3Y | +94.8% | +160.1% | -65.4% | +52.2% |
| All | +94.8% | +158.0% | -63.2% | +52.2% |
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 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