+1,872.1%
T vs BN
+15,251.3%
-13,379.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +11.4% | -9.5% | +20.9% | +13.9% |
| 3M | +14.3% | -10.4% | +24.7% | +17.1% |
| 6M | -9.3% | -6.4% | -2.9% | -8.3% |
| YTD | +7.1% | -11.9% | +19.0% | +9.3% |
| 1Y | -9.1% | -8.6% | -0.5% | -8.2% |
| 3Y | +105.3% | +77.6% | +27.8% | +71.3% |
| 5Y | +66.8% | +37.0% | +29.8% | +45.5% |
| 10Y | +66.8% | +266.4% | -199.6% | +12.4% |
| All | +1,872.1% | +15,251.3% | -13,379.2% | +882.0% |
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 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