-4.7%
BN vs RUN
-53.7%
+49.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.9% |
| 7D | +12.0% | +18.5% | -6.5% | +9.3% |
| 30D | +17.0% | +15.5% | +1.5% | +14.4% |
| 3M | -3.2% | -20.3% | +17.1% | -1.0% |
| 6M | -3.9% | -30.8% | +26.9% | -0.8% |
| YTD | -5.6% | -52.2% | +46.6% | 0.0% |
| 1Y | -4.7% | -53.9% | +49.1% | +0.8% |
| All | -4.7% | -53.7% | +49.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling