-6.5%
IR vs BN
-11.2%
+4.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.3% |
| 30D | -13.6% | -10.9% | -2.7% | -8.0% |
| 3M | +3.7% | -11.1% | +14.8% | +10.6% |
| 6M | -13.1% | -4.4% | -8.7% | -11.2% |
| YTD | -5.1% | -14.1% | +9.0% | +1.1% |
| 1Y | -6.5% | -11.1% | +4.6% | -2.4% |
| All | -6.5% | -11.2% | +4.7% | -2.4% |
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