+17.5%
P vs BN
-3.9%
+21.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.1% | -11.1% | -6.9% |
| 7D | -19.4% | +12.0% | -31.3% | -23.1% |
| 30D | -22.3% | +17.0% | -39.3% | -27.6% |
| 3M | +33.2% | -3.2% | +36.4% | +36.5% |
| 6M | +53.6% | -3.9% | +57.5% | +57.0% |
| YTD | +66.8% | -5.6% | +72.4% | +68.6% |
| 1Y | +17.5% | -4.7% | +22.3% | +17.7% |
| All | +17.5% | -3.9% | +21.4% | +17.7% |
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