+94.8%
BN vs REPL
+97.7%
-3.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | +14.0% | +92.2% | -78.2% | +13.3% |
| 3M | -9.0% | +44.1% | -53.1% | -9.4% |
| 6M | -8.8% | +313.0% | -321.8% | -10.5% |
| YTD | -10.3% | +125.2% | -135.5% | -11.8% |
| 1Y | -5.8% | +143.8% | -149.6% | -7.6% |
| 3Y | +94.8% | +104.2% | -9.4% | +78.0% |
| All | +94.8% | +97.7% | -3.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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