+506.7%
FIX vs BN
+102.8%
+403.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +6.6% |
| 7D | -7.2% | +3.6% | -10.9% | -10.2% |
| 30D | -35.1% | +15.9% | -51.0% | -42.7% |
| 3M | -34.3% | -2.3% | -31.9% | -33.9% |
| 6M | -42.9% | -8.4% | -34.5% | -39.9% |
| YTD | +19.5% | -5.9% | +25.3% | +20.8% |
| 1Y | +16.8% | -5.6% | +22.4% | +18.1% |
| 3Y | +506.7% | +104.2% | +402.5% | +250.6% |
| All | +506.7% | +102.8% | +403.9% | +250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling