+33.2%
BN vs RUN
-80.3%
+113.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.6% | -1.3% |
| 7D | -3.0% | -1.8% | -1.2% | -2.8% |
| 30D | -13.0% | -10.8% | -2.2% | -11.8% |
| 3M | -15.2% | -30.2% | +14.9% | -11.6% |
| 6M | -5.9% | -22.3% | +16.4% | -4.0% |
| YTD | -15.8% | -52.2% | +36.4% | -9.6% |
| 1Y | -12.2% | -45.1% | +32.9% | -8.3% |
| 3Y | +72.2% | -37.1% | +109.3% | +47.1% |
| 5Y | +33.2% | -80.3% | +113.5% | +26.0% |
| All | +33.2% | -80.3% | +113.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling