+279.8%
BN vs RUN
-33.9%
+313.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -1.0% | -13.5% | +12.5% | +0.8% |
| 30D | +14.0% | +18.3% | -4.3% | +11.0% |
| 3M | -9.0% | -12.5% | +3.5% | -8.0% |
| 6M | -8.8% | -40.3% | +31.5% | -3.8% |
| YTD | -10.3% | -53.1% | +42.8% | -4.2% |
| 1Y | -5.8% | -54.3% | +48.5% | +0.6% |
| 3Y | +94.8% | -6.5% | +101.3% | +61.8% |
| 5Y | +31.5% | -85.3% | +116.8% | +31.4% |
| 10Y | +291.9% | +68.9% | +223.0% | +178.1% |
| All | +279.8% | -33.9% | +313.8% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling