+38.3%
BN vs REPL
-54.3%
+92.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | -2.5% | -3.0% | +0.5% | -2.4% |
| 30D | -9.5% | +27.1% | -36.6% | -10.1% |
| 3M | -10.4% | +52.4% | -62.8% | -12.3% |
| 6M | -6.4% | +107.4% | -113.8% | -11.6% |
| YTD | -11.9% | +54.7% | -66.6% | -15.9% |
| 1Y | -8.6% | +158.9% | -167.5% | -16.6% |
| 3Y | +77.6% | -23.7% | +101.3% | +60.8% |
| All | +38.3% | -54.3% | +92.6% | +28.0% |
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 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