+7,433.0%
FIX vs BN
+8,693.2%
-1,260.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.5% | -10.1% |
| 7D | -27.2% | +5.7% | -33.0% | -29.6% |
| 30D | -46.9% | +12.0% | -58.9% | -50.1% |
| 3M | -44.4% | -6.1% | -38.3% | -43.4% |
| 6M | -50.9% | -8.6% | -42.3% | -49.5% |
| YTD | +3.5% | -8.5% | +12.1% | +6.1% |
| 1Y | -2.1% | -8.4% | +6.3% | +0.4% |
| 3Y | +418.7% | +92.3% | +326.5% | +285.2% |
| 5Y | +894.6% | +31.3% | +863.2% | +754.4% |
| 10Y | +3,465.5% | +280.5% | +3,185.0% | +1,864.2% |
| All | +7,433.0% | +8,693.2% | -1,260.2% | +2,207.9% |
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