-39.0%
U vs BN
+136.1%
-175.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -3.8% | -2.5% | -1.3% | -1.3% |
| 30D | +17.5% | -9.5% | +26.9% | +29.9% |
| 3M | +38.7% | -10.4% | +49.1% | +54.8% |
| 6M | +104.4% | -6.4% | +110.8% | +115.3% |
| YTD | -5.7% | -11.9% | +6.2% | +7.4% |
| 1Y | +3.7% | -8.6% | +12.3% | +13.7% |
| 3Y | +12.3% | +77.6% | -65.2% | -39.6% |
| 5Y | -68.8% | +37.0% | -105.9% | -78.1% |
| All | -39.0% | +136.1% | -175.1% | -58.6% |
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