+213.5%
TER vs BN
-11.2%
+224.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +6.0% |
| 7D | +11.0% | -1.2% | +12.1% | +11.7% |
| 30D | -1.9% | -10.9% | +9.0% | +6.3% |
| 3M | -0.7% | -11.1% | +10.4% | +7.6% |
| 6M | +36.4% | -4.4% | +40.7% | +39.6% |
| YTD | +92.4% | -14.1% | +106.6% | +107.2% |
| 1Y | +213.5% | -11.1% | +224.6% | +223.3% |
| All | +213.5% | -11.2% | +224.7% | +223.3% |
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