+554.0%
XYZ vs BN
+293.4%
+260.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.5% |
| 7D | +12.1% | +5.3% | +6.8% | +7.3% |
| 30D | +12.4% | +11.9% | +0.5% | +1.9% |
| 3M | +8.2% | -5.7% | +13.9% | +14.3% |
| 6M | +20.7% | -10.6% | +31.3% | +33.3% |
| YTD | +31.3% | -9.4% | +40.7% | +41.8% |
| 1Y | +20.5% | -8.8% | +29.3% | +29.2% |
| 3Y | +72.6% | +95.6% | -23.0% | -9.0% |
| 5Y | -64.0% | +30.2% | -94.1% | -71.6% |
| 10Y | +601.8% | +277.0% | +324.8% | +158.5% |
| All | +554.0% | +293.4% | +260.6% | +115.4% |
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