+30.3%
BN vs REPL
-35.6%
+66.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.1% |
| 7D | +5.3% | +22.8% | -17.4% | +4.8% |
| 30D | +11.9% | +63.8% | -51.9% | +10.5% |
| 3M | -5.7% | +68.1% | -73.9% | -7.1% |
| 6M | -10.6% | +528.5% | -539.1% | -16.7% |
| YTD | -9.4% | +122.4% | -131.8% | -14.2% |
| 1Y | -8.8% | +154.4% | -163.1% | -14.2% |
| 3Y | +95.6% | +68.0% | +27.6% | +63.7% |
| All | +30.3% | -35.6% | +66.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling