+44.9%
IR vs BN
+31.1%
+13.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.6% |
| 7D | +2.5% | -1.0% | +3.5% | +3.1% |
| 30D | +9.2% | +14.0% | -4.8% | +1.0% |
| 3M | +0.9% | -9.0% | +10.0% | +6.1% |
| 6M | +19.2% | -8.8% | +28.1% | +25.0% |
| YTD | +7.5% | -10.3% | +17.7% | +13.0% |
| 1Y | +11.7% | -5.8% | +17.5% | +14.3% |
| 3Y | +23.9% | +94.8% | -70.9% | -17.0% |
| All | +44.9% | +31.1% | +13.8% | +19.2% |
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