+54.6%
TER vs BN
+29.3%
+25.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.2% |
| 7D | -20.5% | +5.3% | -25.8% | -24.0% |
| 30D | -47.0% | +11.9% | -58.9% | -51.9% |
| 3M | -43.3% | -5.7% | -37.5% | -41.4% |
| 6M | -42.9% | -10.6% | -32.3% | -38.9% |
| YTD | +12.9% | -9.4% | +22.2% | +19.2% |
| 1Y | +18.2% | -8.8% | +27.0% | +24.3% |
| 3Y | +151.8% | +95.6% | +56.2% | +46.0% |
| All | +54.6% | +29.3% | +25.2% | +20.4% |
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