+434.6%
BN vs USFR
+27.5%
+407.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -9.5% | +0.3% | -9.8% | -9.6% |
| 3M | -10.4% | +1.0% | -11.4% | -10.7% |
| 6M | -6.4% | +1.9% | -8.3% | -7.0% |
| YTD | -11.9% | +2.6% | -14.5% | -12.7% |
| 1Y | -8.6% | +4.0% | -12.6% | -10.0% |
| 3Y | +77.6% | +14.1% | +63.5% | +68.7% |
| 5Y | +37.0% | +20.4% | +16.6% | +27.3% |
| 10Y | +266.4% | +28.0% | +238.4% | +234.7% |
| All | +434.6% | +27.5% | +407.1% | +388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling