+16.8%
RF vs BN
-9.6%
+26.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +0.4% | -0.3% | +0.6% | +0.5% |
| 30D | +5.6% | +13.6% | -8.0% | +0.4% |
| 3M | -8.9% | -6.7% | -2.2% | -6.8% |
| 6M | +7.1% | -9.0% | +16.1% | +10.3% |
| YTD | +8.3% | -8.8% | +17.1% | +9.5% |
| 1Y | +16.8% | -10.6% | +27.4% | +19.1% |
| All | +16.8% | -9.6% | +26.4% | +19.1% |
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