+15,687.7%
BN vs RVTY
+2,899.1%
+12,788.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | +5.3% | -1.2% | +6.6% | +5.4% |
| 30D | +11.9% | +1.0% | +10.9% | +11.3% |
| 3M | -5.7% | +35.8% | -41.6% | -13.1% |
| 6M | -10.6% | +56.7% | -67.3% | -20.8% |
| YTD | -9.4% | +60.7% | -70.1% | -20.4% |
| 1Y | -8.8% | +73.7% | -82.5% | -21.4% |
| 3Y | +95.6% | +82.8% | +12.9% | +65.4% |
| 5Y | +30.2% | -7.0% | +37.2% | +27.3% |
| 10Y | +277.0% | +212.3% | +64.7% | +183.5% |
| All | +15,687.7% | +2,899.1% | +12,788.7% | +7,883.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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