+200.5%
B vs BN
+289.4%
-88.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.3% |
| 7D | +11.3% | +3.6% | +7.7% | +10.4% |
| 30D | +2.9% | +15.9% | -12.9% | -0.6% |
| 3M | -2.9% | -2.3% | -0.5% | -2.4% |
| 6M | -1.2% | -8.4% | +7.2% | +0.7% |
| YTD | -1.3% | -5.9% | +4.5% | -0.2% |
| 1Y | +30.4% | -5.6% | +36.0% | +31.8% |
| 3Y | +195.3% | +104.2% | +91.1% | +153.2% |
| 5Y | +146.2% | +35.5% | +110.7% | +121.1% |
| 10Y | +200.5% | +285.2% | -84.8% | +98.4% |
| All | +200.5% | +289.4% | -88.9% | +98.4% |
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