+9.7%
F vs BN
-7.4%
+17.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.6% |
| 7D | +1.4% | +5.7% | -4.3% | -1.8% |
| 30D | +2.0% | +12.0% | -10.0% | -4.3% |
| 3M | -10.4% | -6.1% | -4.3% | -7.7% |
| 6M | +9.7% | -8.6% | +18.3% | +17.2% |
| All | +9.7% | -7.4% | +17.1% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling