+485.4%
P vs BN
+298.6%
+186.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +6.5% | -2.5% | +9.0% | +8.2% |
| 30D | +18.8% | -9.5% | +28.3% | +26.5% |
| 3M | +26.7% | -10.4% | +37.1% | +35.5% |
| 6M | +62.2% | -6.4% | +68.5% | +66.9% |
| YTD | +48.5% | -11.9% | +60.4% | +58.7% |
| 1Y | +26.4% | -8.6% | +35.0% | +31.8% |
| 3Y | +159.4% | +77.6% | +81.9% | +77.4% |
| 5Y | +275.8% | +37.0% | +238.8% | +195.6% |
| 10Y | +732.0% | +266.4% | +465.6% | +266.0% |
| All | +485.4% | +298.6% | +186.8% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling