+2,926.4%
V vs BN
+859.7%
+2,066.8%
-51.9%
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% | -0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | +2.0% | -9.5% | +11.5% | +7.0% |
| 3M | +17.4% | -10.4% | +27.7% | +23.4% |
| 6M | +17.5% | -6.4% | +23.9% | +19.9% |
| YTD | +7.6% | -11.9% | +19.5% | +12.5% |
| 1Y | +7.7% | -8.6% | +16.3% | +10.0% |
| 3Y | +54.7% | +77.6% | -22.9% | +7.7% |
| 5Y | +73.0% | +37.0% | +36.0% | +33.9% |
| 10Y | +390.9% | +266.4% | +124.5% | +117.4% |
| All | +2,926.4% | +859.7% | +2,066.8% | +635.7% |
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