+42.1%
RF vs BN
+29.3%
+12.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | -0.9% | +5.3% | -6.3% | -4.1% |
| 30D | +6.0% | +11.9% | -5.9% | -0.9% |
| 3M | -8.9% | -5.7% | -3.2% | -6.1% |
| 6M | +2.3% | -10.6% | +13.0% | +8.4% |
| YTD | +7.6% | -9.4% | +16.9% | +11.8% |
| 1Y | +21.2% | -8.8% | +29.9% | +25.2% |
| 3Y | +108.5% | +95.6% | +12.9% | +31.2% |
| All | +42.1% | +29.3% | +12.8% | +10.1% |
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 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