+533.2%
XYZ vs BN
+282.6%
+250.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | -1.0% | -2.5% | +1.5% | +1.3% |
| 30D | -1.7% | -9.5% | +7.8% | +7.5% |
| 3M | +16.7% | -10.4% | +27.1% | +28.5% |
| 6M | +26.9% | -6.4% | +33.2% | +33.8% |
| YTD | +27.1% | -11.9% | +39.0% | +40.4% |
| 1Y | +9.3% | -8.6% | +17.9% | +16.6% |
| 3Y | +42.3% | +77.6% | -35.3% | -18.4% |
| 5Y | -69.3% | +37.0% | -106.4% | -76.6% |
| 10Y | +586.8% | +266.4% | +320.4% | +158.7% |
| All | +533.2% | +282.6% | +250.6% | +113.3% |
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