+463.3%
BN vs USFR
+28.6%
+434.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +14.3% | +0.4% | +13.9% | +14.1% |
| 3M | -4.1% | +1.1% | -5.1% | -4.5% |
| 6M | -9.7% | +2.1% | -11.7% | -10.3% |
| YTD | -7.1% | +3.4% | -10.6% | -8.4% |
| 1Y | -7.4% | +4.1% | -11.5% | -8.9% |
| 3Y | +102.3% | +14.4% | +87.9% | +92.1% |
| 5Y | +35.9% | +21.4% | +14.5% | +25.9% |
| 10Y | +289.2% | +28.5% | +260.7% | +254.9% |
| All | +463.3% | +28.6% | +434.7% | +413.4% |
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 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