+403.1%
PL vs BN
+92.4%
+310.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -7.0% | -7.0% |
| 7D | -20.5% | +5.7% | -26.3% | -25.8% |
| 30D | -38.8% | +12.0% | -50.8% | -46.3% |
| 3M | -49.1% | -6.1% | -43.1% | -46.4% |
| 6M | -69.4% | -8.6% | -60.8% | -66.7% |
| YTD | -42.3% | -8.5% | -33.8% | -39.1% |
| 1Y | -14.2% | -8.4% | -5.8% | -10.0% |
| All | +403.1% | +92.4% | +310.7% | +115.7% |
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 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