+284.7%
P vs BN
+31.1%
+253.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.9% |
| 7D | +11.6% | -1.0% | +12.6% | +12.3% |
| 30D | -23.7% | +14.0% | -37.6% | -30.4% |
| 3M | -8.0% | -9.0% | +1.0% | -3.1% |
| 6M | +27.9% | -8.8% | +36.7% | +33.9% |
| YTD | +61.2% | -10.3% | +71.4% | +69.0% |
| 1Y | +28.6% | -5.8% | +34.4% | +30.5% |
| 3Y | +200.5% | +94.8% | +105.7% | +96.1% |
| All | +284.7% | +31.1% | +253.7% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling