+30.3%
BN vs STZ
-29.7%
+60.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +5.3% | +4.9% | +0.4% | +3.7% |
| 30D | +11.9% | +20.9% | -9.0% | +4.6% |
| 3M | -5.7% | +8.0% | -13.7% | -8.5% |
| 6M | -10.6% | -5.3% | -5.3% | -9.3% |
| YTD | -9.4% | +5.9% | -15.3% | -13.5% |
| 1Y | -8.8% | +14.2% | -23.0% | -16.0% |
| 3Y | +95.6% | -37.0% | +132.6% | +130.6% |
| All | +30.3% | -29.7% | +60.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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