+27.1%
V vs BN
-6.6%
+33.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -4.0% | -0.9% |
| 7D | -0.8% | +3.6% | -4.4% | -1.6% |
| 30D | +9.5% | +15.9% | -6.3% | +6.5% |
| 3M | +16.7% | -2.3% | +19.0% | +16.5% |
| 6M | +32.9% | -8.4% | +41.4% | +33.7% |
| YTD | +21.1% | -5.9% | +27.0% | +21.2% |
| All | +27.1% | -6.6% | +33.7% | +26.4% |
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 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