+2,327.9%
NDAQ vs BN
+4,320.7%
-1,992.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -2.4% | -2.5% | 0.0% | -1.2% |
| 30D | +2.5% | -9.5% | +12.0% | +7.9% |
| 3M | +9.9% | -10.4% | +20.3% | +16.3% |
| 6M | +9.4% | -6.4% | +15.8% | +12.2% |
| YTD | +0.4% | -11.9% | +12.3% | +6.0% |
| 1Y | +4.0% | -8.6% | +12.6% | +7.2% |
| 3Y | +94.4% | +77.6% | +16.8% | +35.2% |
| 5Y | +56.7% | +37.0% | +19.7% | +21.0% |
| 10Y | +375.3% | +266.4% | +108.9% | +93.5% |
| All | +2,327.9% | +4,320.7% | -1,992.8% | +340.9% |
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