+1,514.2%
RF vs BN
+15,251.3%
-13,737.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.3% | -2.5% | +3.8% | +2.7% |
| 30D | -3.6% | -9.5% | +5.9% | +1.7% |
| 3M | +8.1% | -10.4% | +18.5% | +14.4% |
| 6M | +11.5% | -6.4% | +17.8% | +14.6% |
| YTD | +15.6% | -11.9% | +27.4% | +22.2% |
| 1Y | +15.7% | -8.6% | +24.3% | +19.5% |
| 3Y | +86.9% | +77.6% | +9.3% | +31.6% |
| 5Y | +89.8% | +37.0% | +52.8% | +51.2% |
| 10Y | +344.7% | +266.4% | +78.3% | +115.4% |
| All | +1,514.2% | +15,251.3% | -13,737.1% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling