+1,360.9%
BP vs BN
+16,073.1%
-14,712.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -6.3% | +4.3% | -10.6% | -7.9% |
| 30D | -3.6% | +14.3% | -17.9% | -8.4% |
| 3M | +5.2% | -4.1% | +9.3% | +6.0% |
| 6M | +5.3% | -9.7% | +15.0% | +7.6% |
| YTD | +33.1% | -7.1% | +40.3% | +33.1% |
| 1Y | +26.3% | -7.4% | +33.7% | +26.2% |
| 3Y | +47.5% | +102.3% | -54.8% | +7.8% |
| 5Y | +106.2% | +35.9% | +70.2% | +69.9% |
| 10Y | +127.0% | +289.2% | -162.2% | +30.4% |
| All | +1,360.9% | +16,073.1% | -14,712.2% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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