+108.5%
RF vs BN
+90.6%
+17.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.1% |
| 7D | -0.9% | +5.3% | -6.3% | -3.9% |
| 30D | +6.0% | +11.9% | -5.9% | -0.6% |
| 3M | -8.9% | -5.7% | -3.2% | -6.2% |
| 6M | +2.3% | -10.6% | +13.0% | +8.1% |
| YTD | +7.6% | -9.4% | +16.9% | +11.6% |
| 1Y | +21.2% | -8.8% | +29.9% | +24.9% |
| 3Y | +108.5% | +95.6% | +12.9% | +20.6% |
| All | +108.5% | +90.6% | +17.9% | +20.6% |
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