+202.8%
TER vs BN
+37.9%
+165.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +0.6% | -2.5% | +3.1% | +2.6% |
| 30D | -8.3% | -9.5% | +1.2% | -1.2% |
| 3M | -12.2% | -10.4% | -1.8% | -5.1% |
| 6M | +17.1% | -6.4% | +23.4% | +23.0% |
| YTD | +84.7% | -11.9% | +96.5% | +101.3% |
| 1Y | +199.9% | -8.6% | +208.5% | +217.5% |
| 3Y | +232.8% | +77.6% | +155.2% | +108.1% |
| All | +202.8% | +37.9% | +165.0% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling