+12,471.5%
FIX vs BN
+8,372.4%
+4,099.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | -2.5% | +8.5% | +7.2% |
| 30D | -7.2% | -9.5% | +2.3% | -3.0% |
| 3M | -15.9% | -10.4% | -5.5% | -11.7% |
| 6M | +12.7% | -6.4% | +19.1% | +15.9% |
| YTD | +72.8% | -11.9% | +84.7% | +81.7% |
| 1Y | +122.9% | -8.6% | +131.5% | +131.2% |
| 3Y | +774.3% | +77.6% | +696.8% | +576.3% |
| 5Y | +2,049.5% | +37.0% | +2,012.4% | +1,730.7% |
| 10Y | +5,821.5% | +266.4% | +5,555.1% | +3,245.8% |
| All | +12,471.5% | +8,372.4% | +4,099.1% | +3,853.7% |
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