+95.6%
BN vs S
+34.5%
+61.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +5.3% | -13.4% | +18.8% | +8.5% |
| 30D | +11.9% | -14.0% | +25.9% | +15.1% |
| 3M | -5.7% | +4.9% | -10.6% | -8.2% |
| 6M | -10.6% | +42.0% | -52.6% | -20.1% |
| YTD | -9.4% | +45.1% | -54.5% | -20.3% |
| 1Y | -8.8% | +33.1% | -41.9% | -18.2% |
| 3Y | +95.6% | +40.6% | +55.0% | +58.7% |
| All | +95.6% | +34.5% | +61.2% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling