+19,150.9%
BN vs M
+396.5%
+18,754.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | -2.5% | +4.7% | -7.2% | -3.5% |
| 30D | -9.5% | -9.6% | +0.1% | -7.4% |
| 3M | -10.4% | +0.9% | -11.2% | -11.0% |
| 6M | -6.4% | +22.3% | -28.6% | -11.3% |
| YTD | -11.9% | +6.5% | -18.4% | -14.1% |
| 1Y | -8.6% | +38.8% | -47.4% | -16.6% |
| 3Y | +77.6% | +115.9% | -38.4% | +39.6% |
| 5Y | +37.0% | +28.6% | +8.4% | +14.2% |
| 10Y | +266.4% | -2.5% | +268.9% | +169.5% |
| All | +19,150.9% | +396.5% | +18,754.3% | +9,063.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling