-8.6%
BN vs S
+10.1%
-18.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -2.5% | -7.7% | +5.2% | -1.1% |
| 30D | -9.5% | -5.3% | -4.2% | -8.8% |
| 3M | -10.4% | +20.3% | -30.6% | -13.9% |
| 6M | -6.4% | +47.4% | -53.7% | -15.1% |
| YTD | -11.9% | +32.5% | -44.4% | -18.5% |
| 1Y | -8.6% | +9.5% | -18.1% | -11.1% |
| All | -8.6% | +10.1% | -18.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling