+142.0%
W vs BN
+90.6%
+51.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.3% |
| 7D | -3.6% | +5.3% | -8.9% | -9.8% |
| 30D | +7.0% | +11.9% | -4.9% | -7.2% |
| 3M | +7.4% | -5.7% | +13.1% | +15.3% |
| 6M | +69.3% | -10.6% | +79.9% | +96.6% |
| YTD | +11.3% | -9.4% | +20.6% | +23.4% |
| 1Y | +13.2% | -8.8% | +22.0% | +23.5% |
| 3Y | +142.0% | +95.6% | +46.4% | -16.6% |
| All | +142.0% | +90.6% | +51.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling