+2,105.4%
FIX vs BN
+37.9%
+2,067.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.0% | -2.5% | +8.5% | +7.7% |
| 30D | -7.2% | -9.5% | +2.3% | -1.3% |
| 3M | -15.9% | -10.4% | -5.5% | -10.1% |
| 6M | +12.7% | -6.4% | +19.1% | +16.7% |
| YTD | +72.8% | -11.9% | +84.7% | +84.2% |
| 1Y | +122.9% | -8.6% | +131.5% | +132.7% |
| 3Y | +774.3% | +77.6% | +696.8% | +523.4% |
| All | +2,105.4% | +37.9% | +2,067.6% | +1,683.6% |
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