+24.3%
W vs BN
-3.9%
+28.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +5.6% |
| 7D | +8.4% | +12.0% | -3.6% | -2.0% |
| 30D | +16.5% | +17.0% | -0.5% | +1.2% |
| 3M | +6.4% | -3.2% | +9.7% | +9.5% |
| 6M | +90.5% | -3.9% | +94.4% | +98.6% |
| YTD | +23.1% | -5.6% | +28.6% | +26.8% |
| 1Y | +24.3% | -4.7% | +29.0% | +25.9% |
| All | +24.3% | -3.9% | +28.2% | +25.9% |
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