+73.3%
D vs BN
+90.6%
-17.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +3.0% | +5.3% | -2.4% | +2.0% |
| 30D | +11.5% | +11.9% | -0.4% | +9.3% |
| 3M | +3.7% | -5.7% | +9.5% | +4.6% |
| 6M | +13.5% | -10.6% | +24.2% | +15.4% |
| YTD | +20.7% | -9.4% | +30.1% | +22.1% |
| 1Y | +18.2% | -8.8% | +27.0% | +19.3% |
| 3Y | +73.3% | +95.6% | -22.3% | +35.0% |
| All | +73.3% | +90.6% | -17.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling