+33.5%
EXC vs BN
+96.7%
-63.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.4% |
| 30D | +8.6% | +14.0% | -5.4% | +7.6% |
| 3M | +2.4% | -9.0% | +11.4% | +2.8% |
| 6M | +6.5% | -8.8% | +15.3% | +6.9% |
| YTD | +9.0% | -10.3% | +19.3% | +9.4% |
| 1Y | +4.6% | -5.8% | +10.4% | +4.6% |
| 3Y | +33.5% | +94.8% | -61.3% | +12.3% |
| All | +33.5% | +96.7% | -63.2% | +12.3% |
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