+368.4%
ALL vs BN
+280.2%
+88.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | -0.1% | +4.3% | -4.5% | -1.7% |
| 30D | +13.8% | +14.3% | -0.5% | +8.5% |
| 3M | -2.8% | -4.1% | +1.3% | -1.6% |
| 6M | +23.7% | -9.7% | +33.3% | +27.2% |
| YTD | +27.3% | -7.1% | +34.4% | +28.5% |
| 1Y | +30.5% | -7.4% | +38.0% | +31.6% |
| 3Y | +113.0% | +102.3% | +10.7% | +51.7% |
| 5Y | +157.6% | +35.9% | +121.6% | +111.2% |
| 10Y | +368.4% | +289.2% | +79.2% | +151.6% |
| All | +368.4% | +280.2% | +88.1% | +151.6% |
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