+2,453.0%
EXC vs BN
+16,294.4%
-13,841.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.8% | -0.9% |
| 7D | -1.7% | +3.6% | -5.4% | -2.6% |
| 30D | +9.3% | +15.9% | -6.5% | +5.3% |
| 3M | +1.0% | -2.3% | +3.4% | +1.4% |
| 6M | +5.9% | -8.4% | +14.4% | +7.8% |
| YTD | +7.6% | -5.9% | +13.5% | +8.1% |
| 1Y | +2.4% | -5.6% | +8.0% | +2.7% |
| 3Y | +30.2% | +104.2% | -74.0% | +4.4% |
| 5Y | +41.4% | +35.5% | +5.9% | +23.5% |
| 10Y | +183.8% | +285.2% | -101.5% | +89.9% |
| All | +2,453.0% | +16,294.4% | -13,841.4% | +1,183.4% |
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