-62.1%
W vs BN
+35.3%
-97.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +4.0% |
| 7D | +6.5% | -1.2% | +7.7% | +8.0% |
| 30D | -6.2% | -10.9% | +4.7% | +8.9% |
| 3M | +48.9% | -11.1% | +60.0% | +74.6% |
| 6M | +31.2% | -4.4% | +35.6% | +38.4% |
| YTD | -0.4% | -14.1% | +13.7% | +19.0% |
| 1Y | +14.8% | -11.1% | +25.9% | +29.5% |
| 3Y | +40.5% | +75.6% | -35.0% | -35.9% |
| 5Y | -62.1% | +35.8% | -97.9% | -73.0% |
| All | -62.1% | +35.3% | -97.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling