-15.8%
F vs BN
+29.3%
-45.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +1.6% | +5.3% | -3.8% | -1.8% |
| 30D | +2.6% | +11.9% | -9.3% | -4.3% |
| 3M | -8.8% | -5.7% | -3.1% | -5.7% |
| 6M | +4.6% | -10.6% | +15.2% | +11.5% |
| YTD | -1.9% | -9.4% | +7.5% | +2.8% |
| 1Y | -0.8% | -8.8% | +8.0% | +3.3% |
| 3Y | +43.5% | +95.6% | -52.2% | -15.5% |
| All | -15.8% | +29.3% | -45.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling