+11.2%
P vs BN
-6.6%
+17.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | +4.8% |
| 7D | -9.6% | +3.6% | -13.3% | -10.6% |
| 30D | -33.4% | +15.9% | -49.3% | -37.5% |
| 3M | +14.2% | -2.3% | +16.5% | +16.7% |
| 6M | +31.6% | -8.4% | +40.0% | +38.7% |
| YTD | +53.5% | -5.9% | +59.3% | +55.6% |
| All | +11.2% | -6.6% | +17.9% | +12.7% |
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