+554.8%
XYZ vs BN
+303.1%
+251.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.2% |
| 7D | +12.6% | +4.3% | +8.3% | +9.0% |
| 30D | +10.8% | +14.3% | -3.5% | -1.4% |
| 3M | +8.4% | -4.1% | +12.4% | +12.8% |
| 6M | +14.3% | -9.7% | +24.0% | +25.1% |
| YTD | +31.5% | -7.1% | +38.6% | +39.0% |
| 1Y | +28.1% | -7.4% | +35.5% | +35.6% |
| 3Y | +66.2% | +102.3% | -36.2% | -14.9% |
| 5Y | -62.3% | +35.9% | -98.3% | -71.3% |
| 10Y | +634.6% | +289.2% | +345.4% | +163.8% |
| All | +554.8% | +303.1% | +251.7% | +111.1% |
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