+0.6%
NDAQ vs BN
-12.4%
+13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.5% |
| 30D | -1.5% | -13.0% | +11.5% | +3.5% |
| 3M | +8.0% | -15.2% | +23.3% | +14.5% |
| 6M | +7.7% | -5.9% | +13.6% | +9.0% |
| YTD | -2.3% | -15.8% | +13.4% | +3.5% |
| 1Y | +0.6% | -12.2% | +12.7% | +5.4% |
| All | +0.6% | -12.4% | +13.0% | +5.4% |
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