+16,073.1%
BN vs RVTY
+2,976.2%
+13,096.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +4.3% | -2.7% | +7.0% | +4.9% |
| 30D | +14.3% | +3.2% | +11.1% | +13.1% |
| 3M | -4.1% | +37.2% | -41.3% | -11.8% |
| 6M | -9.7% | +57.7% | -67.4% | -20.0% |
| YTD | -7.1% | +64.8% | -72.0% | -18.9% |
| 1Y | -7.4% | +72.8% | -80.3% | -20.2% |
| 3Y | +102.3% | +89.8% | +12.6% | +69.6% |
| 5Y | +35.9% | -8.4% | +44.4% | +33.3% |
| 10Y | +289.2% | +219.5% | +69.7% | +191.0% |
| All | +16,073.1% | +2,976.2% | +13,096.9% | +8,029.5% |
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