+3.7%
U vs BN
-6.5%
+10.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -3.8% | -2.5% | -1.3% | -1.5% |
| 30D | +17.5% | -9.5% | +26.9% | +28.6% |
| 3M | +38.7% | -10.4% | +49.1% | +53.4% |
| 6M | +104.4% | -6.4% | +110.8% | +114.7% |
| YTD | -5.7% | -11.9% | +6.2% | +8.6% |
| 1Y | +3.7% | -8.6% | +12.3% | +14.5% |
| All | +3.7% | -6.5% | +10.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling