+43.2%
TER vs BN
-3.9%
+47.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.1% | -12.9% | -10.0% |
| 7D | -19.9% | +12.0% | -31.9% | -25.7% |
| 30D | -43.5% | +17.0% | -60.6% | -49.4% |
| 3M | -37.8% | -3.2% | -34.6% | -35.9% |
| 6M | -25.6% | -3.9% | -21.7% | -23.1% |
| YTD | +29.8% | -5.6% | +35.4% | +29.5% |
| 1Y | +43.2% | -4.7% | +47.9% | +41.5% |
| All | +43.2% | -3.9% | +47.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling