+9.1%
IR vs BN
-3.9%
+13.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -3.6% |
| 7D | +11.6% | +12.0% | -0.4% | +4.7% |
| 30D | +7.2% | +17.0% | -9.9% | -2.0% |
| 3M | -5.9% | -3.2% | -2.7% | -4.0% |
| 6M | +11.5% | -3.9% | +15.3% | +14.0% |
| YTD | +6.3% | -5.6% | +11.9% | +7.3% |
| 1Y | +9.1% | -4.7% | +13.8% | +9.1% |
| All | +9.1% | -3.9% | +13.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling