+1,049.0%
FIX vs BN
+34.7%
+1,014.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | +0.2% |
| 7D | -13.9% | +4.3% | -18.3% | -16.6% |
| 30D | -35.5% | +14.3% | -49.8% | -41.5% |
| 3M | -33.9% | -4.1% | -29.8% | -32.9% |
| 6M | -43.3% | -9.7% | -33.6% | -40.4% |
| YTD | +18.7% | -7.1% | +25.8% | +21.1% |
| 1Y | +13.8% | -7.4% | +21.2% | +16.7% |
| 3Y | +495.0% | +102.3% | +392.6% | +291.3% |
| 5Y | +1,049.0% | +35.9% | +1,013.1% | +810.6% |
| All | +1,049.0% | +34.7% | +1,014.4% | +810.6% |
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 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