+191.2%
TER vs BN
+96.7%
+94.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.2% |
| 7D | +14.4% | -1.0% | +15.3% | +15.5% |
| 30D | -30.6% | +14.0% | -44.5% | -37.9% |
| 3M | -39.2% | -9.0% | -30.2% | -35.0% |
| 6M | -31.3% | -8.8% | -22.4% | -27.2% |
| YTD | +29.1% | -10.3% | +39.3% | +37.8% |
| 1Y | +47.4% | -5.8% | +53.2% | +51.4% |
| 3Y | +191.2% | +94.8% | +96.5% | +62.9% |
| All | +191.2% | +96.7% | +94.5% | +62.9% |
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