+105.9%
T vs BN
+85.7%
+20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | +11.4% | -9.5% | +20.9% | +11.9% |
| 3M | +14.3% | -10.4% | +24.7% | +14.9% |
| 6M | -9.3% | -6.4% | -2.9% | -9.0% |
| YTD | +7.1% | -11.9% | +19.0% | +7.7% |
| 1Y | -9.1% | -8.6% | -0.5% | -8.9% |
| All | +105.9% | +85.7% | +20.1% | +90.2% |
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