+508.4%
F vs BN
+15,687.7%
-15,179.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +1.6% | +5.3% | -3.8% | -1.1% |
| 30D | +2.6% | +11.9% | -9.3% | -3.0% |
| 3M | -8.8% | -5.7% | -3.1% | -6.3% |
| 6M | +4.6% | -10.6% | +15.2% | +10.2% |
| YTD | -1.9% | -9.4% | +7.5% | +2.0% |
| 1Y | -0.8% | -8.8% | +8.0% | +2.7% |
| 3Y | +43.5% | +95.6% | -52.2% | +0.1% |
| 5Y | -12.1% | +30.2% | -42.2% | -25.7% |
| 10Y | +83.6% | +277.0% | -193.4% | -5.3% |
| All | +508.4% | +15,687.7% | -15,179.3% | +29.0% |
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