-57.1%
BDN vs SPY
+322.5%
-379.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.5% |
| 7D | -3.5% | -0.8% | -2.8% | -2.7% |
| 30D | -4.1% | -1.1% | -3.1% | -3.1% |
| 3M | -3.8% | +3.9% | -7.7% | -7.7% |
| 6M | +6.5% | +13.6% | -7.2% | -7.1% |
| YTD | +12.0% | +12.7% | -0.7% | -1.6% |
| 1Y | -25.8% | +17.5% | -43.3% | -38.0% |
| 3Y | -10.0% | +76.9% | -86.9% | -51.4% |
| 5Y | -60.3% | +83.6% | -143.9% | -79.4% |
| All | -57.1% | +322.5% | -379.6% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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