+3.9%
P vs BN
-9.2%
+13.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.9% |
| 7D | -23.8% | +5.3% | -29.2% | -25.3% |
| 30D | -36.6% | +11.9% | -48.5% | -39.7% |
| 3M | +10.9% | -5.7% | +16.6% | +14.8% |
| 6M | +30.0% | -10.6% | +40.6% | +37.8% |
| YTD | +44.4% | -9.4% | +53.7% | +48.5% |
| 1Y | +3.9% | -8.8% | +12.7% | +6.0% |
| All | +3.9% | -9.2% | +13.2% | +6.0% |
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