+3.3%
RF vs BN
-7.4%
+10.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.9% |
| 7D | -1.6% | +5.7% | -7.3% | -3.8% |
| 30D | +5.0% | +12.0% | -7.0% | +0.2% |
| 3M | -10.0% | -6.1% | -3.9% | -8.3% |
| 6M | +3.3% | -8.6% | +11.9% | +5.9% |
| All | +3.3% | -7.4% | +10.7% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling