+16.2%
W vs BN
-12.4%
+28.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.9% |
| 7D | +5.9% | -3.0% | +8.9% | +8.8% |
| 30D | -3.0% | -13.0% | +10.0% | +10.1% |
| 3M | +40.3% | -15.2% | +55.6% | +63.5% |
| 6M | +32.2% | -5.9% | +38.1% | +41.6% |
| YTD | -0.3% | -15.8% | +15.5% | +15.0% |
| 1Y | +16.2% | -12.2% | +28.3% | +30.2% |
| All | +16.2% | -12.4% | +28.6% | +30.2% |
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