+10,532.9%
TER vs BN
+15,947.2%
-5,414.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.7% |
| 7D | +5.9% | -2.4% | +8.3% | +7.7% |
| 30D | -30.8% | +13.5% | -44.3% | -35.9% |
| 3M | -29.9% | -5.9% | -24.0% | -28.1% |
| 6M | -27.5% | -8.9% | -18.5% | -24.5% |
| YTD | +37.5% | -7.9% | +45.3% | +42.6% |
| 1Y | +50.3% | -8.3% | +58.5% | +56.4% |
| 3Y | +204.9% | +100.8% | +104.1% | +108.6% |
| 5Y | +89.2% | +38.2% | +50.9% | +56.9% |
| 10Y | +1,077.0% | +302.3% | +774.6% | +452.5% |
| All | +10,532.9% | +15,947.2% | -5,414.3% | +1,566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling