+39,776.7%
LOW vs BN
+15,531.3%
+24,245.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | +21.7% | +14.0% | +7.7% | +15.9% |
| 3M | +5.0% | -9.0% | +14.0% | +8.9% |
| 6M | +4.6% | -8.8% | +13.4% | +8.3% |
| YTD | -3.5% | -10.3% | +6.8% | 0.0% |
| 1Y | +0.5% | -5.8% | +6.4% | +2.2% |
| 3Y | +24.8% | +94.8% | -70.0% | -5.9% |
| 5Y | +6.5% | +31.5% | -25.0% | -8.6% |
| 10Y | +294.6% | +291.9% | +2.6% | +124.8% |
| All | +39,776.7% | +15,531.3% | +24,245.4% | +8,572.4% |
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 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