+356.1%
ALL vs BN
+259.6%
+96.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -4.7% | -10.9% | +6.2% | -0.8% |
| 3M | +18.4% | -11.1% | +29.4% | +22.9% |
| 6M | +20.5% | -4.4% | +24.9% | +21.1% |
| YTD | +23.5% | -14.1% | +37.7% | +28.4% |
| 1Y | +29.0% | -11.1% | +40.0% | +31.7% |
| 3Y | +153.7% | +75.6% | +78.2% | +90.5% |
| 5Y | +114.8% | +35.8% | +79.0% | +74.6% |
| 10Y | +356.1% | +261.6% | +94.6% | +150.1% |
| All | +356.1% | +259.6% | +96.6% | +150.1% |
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 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