+2,371.3%
D vs BN
+15,687.7%
-13,316.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +3.0% | +5.3% | -2.4% | +1.9% |
| 30D | +11.5% | +11.9% | -0.4% | +8.9% |
| 3M | +3.7% | -5.7% | +9.5% | +4.9% |
| 6M | +13.5% | -10.6% | +24.2% | +15.9% |
| YTD | +20.7% | -9.4% | +30.1% | +22.3% |
| 1Y | +18.2% | -8.8% | +27.0% | +19.5% |
| 3Y | +73.3% | +95.6% | -22.3% | +47.3% |
| 5Y | +12.3% | +30.2% | -17.9% | +2.0% |
| 10Y | +43.4% | +277.0% | -233.6% | +4.2% |
| All | +2,371.3% | +15,687.7% | -13,316.4% | +1,251.8% |
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