+512.8%
F vs BN
+15,832.7%
-15,319.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.4% |
| 7D | +1.4% | +5.7% | -4.3% | -1.4% |
| 30D | +2.0% | +12.0% | -10.0% | -3.6% |
| 3M | -10.4% | -6.1% | -4.3% | -7.7% |
| 6M | +9.7% | -8.6% | +18.3% | +14.3% |
| YTD | -1.2% | -8.5% | +7.3% | +2.3% |
| 1Y | 0.0% | -8.4% | +8.5% | +3.4% |
| 3Y | +41.1% | +92.3% | -51.2% | -0.7% |
| 5Y | -11.4% | +31.3% | -42.8% | -25.5% |
| 10Y | +85.0% | +280.5% | -195.5% | -5.1% |
| All | +512.8% | +15,832.7% | -15,319.9% | +29.4% |
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