+147.7%
P vs BN
+77.7%
+70.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +6.5% | -2.5% | +9.0% | +8.3% |
| 30D | +18.8% | -9.5% | +28.3% | +27.0% |
| 3M | +26.7% | -10.4% | +37.1% | +36.1% |
| 6M | +62.2% | -6.4% | +68.5% | +66.7% |
| YTD | +48.5% | -11.9% | +60.4% | +59.1% |
| 1Y | +26.4% | -8.6% | +35.0% | +31.5% |
| All | +147.7% | +77.7% | +70.1% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling