+81.8%
SPY vs BN
+35.3%
+46.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +1.0% |
| 30D | -0.9% | -10.9% | +10.0% | +3.9% |
| 3M | +3.9% | -11.1% | +15.0% | +8.9% |
| 6M | +14.5% | -4.4% | +18.9% | +15.8% |
| YTD | +12.9% | -14.1% | +27.1% | +19.0% |
| 1Y | +19.4% | -11.1% | +30.4% | +23.4% |
| 3Y | +78.5% | +75.6% | +2.9% | +33.0% |
| 5Y | +81.8% | +35.8% | +46.0% | +50.0% |
| All | +81.8% | +35.3% | +46.4% | +50.0% |
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