+238.5%
TER vs BN
+77.7%
+160.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +0.6% | -2.5% | +3.1% | +2.5% |
| 30D | -8.3% | -9.5% | +1.2% | -1.4% |
| 3M | -12.2% | -10.4% | -1.8% | -5.2% |
| 6M | +17.1% | -6.4% | +23.4% | +22.7% |
| YTD | +84.7% | -11.9% | +96.5% | +100.5% |
| 1Y | +199.9% | -8.6% | +208.5% | +216.1% |
| All | +238.5% | +77.7% | +160.8% | +120.5% |
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 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