+102.3%
BN vs USFR
+14.4%
+88.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.5% |
| 30D | +14.3% | +0.4% | +13.9% | +15.1% |
| 3M | -4.1% | +1.1% | -5.1% | -2.2% |
| 6M | -9.7% | +2.1% | -11.7% | -6.0% |
| YTD | -7.1% | +3.4% | -10.6% | -2.5% |
| 1Y | -7.4% | +4.1% | -11.5% | -3.2% |
| 3Y | +102.3% | +14.4% | +87.9% | +322.4% |
| All | +102.3% | +14.4% | +88.0% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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