+33.2%
BN vs SPXU
-85.9%
+119.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.3% |
| 7D | -3.0% | +1.3% | -4.3% | -2.3% |
| 30D | -13.0% | +5.1% | -18.1% | -10.8% |
| 3M | -15.2% | -9.1% | -6.1% | -18.1% |
| 6M | -5.9% | -29.6% | +23.7% | -17.9% |
| YTD | -15.8% | -27.7% | +11.9% | -24.9% |
| 1Y | -12.2% | -37.0% | +24.8% | -25.5% |
| 3Y | +72.2% | -80.2% | +152.4% | +1.3% |
| 5Y | +33.2% | -86.0% | +119.2% | -17.2% |
| All | +33.2% | -85.9% | +119.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling