-68.0%
U vs BN
+35.3%
-103.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +5.7% |
| 7D | +4.5% | -1.2% | +5.7% | +5.8% |
| 30D | -0.6% | -10.9% | +10.3% | +13.6% |
| 3M | +48.4% | -11.1% | +59.5% | +69.2% |
| 6M | +115.4% | -4.4% | +119.7% | +121.2% |
| YTD | -3.2% | -14.1% | +10.9% | +15.0% |
| 1Y | -6.0% | -11.1% | +5.0% | +6.7% |
| 3Y | +13.5% | +75.6% | -62.1% | -48.6% |
| 5Y | -68.0% | +35.8% | -103.8% | -78.5% |
| All | -68.0% | +35.3% | -103.3% | -78.5% |
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 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