+193.4%
B vs BN
+259.6%
-66.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.8% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +1.4% | -10.9% | +12.3% | +4.1% |
| 3M | +12.2% | -11.1% | +23.3% | +15.3% |
| 6M | -2.1% | -4.4% | +2.2% | -1.0% |
| YTD | +2.9% | -14.1% | +17.1% | +6.4% |
| 1Y | +55.3% | -11.1% | +66.4% | +59.2% |
| 3Y | +198.7% | +75.6% | +123.1% | +163.5% |
| 5Y | +153.8% | +35.8% | +118.0% | +129.6% |
| 10Y | +193.4% | +261.6% | -68.2% | +87.6% |
| All | +193.4% | +259.6% | -66.1% | +87.6% |
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