+1,593.1%
T vs BN
+16,294.4%
-14,701.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.1% | -0.1% |
| 7D | +1.7% | +3.6% | -2.0% | +0.8% |
| 30D | -1.7% | +15.9% | -17.6% | -5.2% |
| 3M | -7.3% | -2.3% | -5.0% | -7.0% |
| 6M | -11.2% | -8.4% | -2.8% | -9.7% |
| YTD | -8.1% | -5.9% | -2.2% | -7.7% |
| 1Y | -8.0% | -5.6% | -2.4% | -7.9% |
| 3Y | +62.1% | +104.2% | -42.1% | +30.8% |
| 5Y | +55.7% | +35.5% | +20.2% | +36.3% |
| 10Y | +54.1% | +285.2% | -231.1% | +2.4% |
| All | +1,593.1% | +16,294.4% | -14,701.3% | +728.7% |
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