+21.7%
P vs BN
-8.2%
+29.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.7% |
| 7D | -4.7% | -2.4% | -2.3% | -3.7% |
| 30D | -31.4% | +13.5% | -44.9% | -35.1% |
| 3M | -2.6% | -5.9% | +3.3% | +1.1% |
| 6M | +21.9% | -8.9% | +30.9% | +28.6% |
| YTD | +58.9% | -7.9% | +66.8% | +62.7% |
| 1Y | +21.7% | -8.3% | +30.0% | +24.5% |
| All | +21.7% | -8.2% | +29.9% | +24.5% |
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