+68.8%
BN vs RUN
-37.3%
+106.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.6% | -1.4% |
| 7D | -3.0% | -1.8% | -1.2% | -2.8% |
| 30D | -13.0% | -10.8% | -2.2% | -12.0% |
| 3M | -15.2% | -30.2% | +14.9% | -12.4% |
| 6M | -5.9% | -22.3% | +16.4% | -4.4% |
| YTD | -15.8% | -52.2% | +36.4% | -10.9% |
| 1Y | -12.2% | -45.1% | +32.9% | -9.0% |
| All | +68.8% | -37.3% | +106.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling