+18.2%
D vs BN
-9.2%
+27.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +3.0% | +5.3% | -2.4% | +2.4% |
| 30D | +11.5% | +11.9% | -0.4% | +10.4% |
| 3M | +3.7% | -5.7% | +9.5% | +3.7% |
| 6M | +13.5% | -10.6% | +24.2% | +13.8% |
| YTD | +20.7% | -9.4% | +30.1% | +21.1% |
| 1Y | +18.2% | -8.8% | +27.0% | +18.6% |
| All | +18.2% | -9.2% | +27.5% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling