+363.8%
ALL vs BN
+289.4%
+74.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -1.7% |
| 7D | -3.9% | +3.6% | -7.5% | -5.1% |
| 30D | +10.6% | +15.9% | -5.2% | +4.9% |
| 3M | -4.6% | -2.3% | -2.2% | -4.0% |
| 6M | +20.2% | -8.4% | +28.6% | +23.0% |
| YTD | +23.7% | -5.9% | +29.6% | +24.3% |
| 1Y | +27.9% | -5.6% | +33.5% | +28.0% |
| 3Y | +109.2% | +104.2% | +4.9% | +48.7% |
| 5Y | +148.0% | +35.5% | +112.5% | +104.1% |
| 10Y | +363.8% | +285.2% | +78.5% | +151.4% |
| All | +363.8% | +289.4% | +74.4% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling