-62.1%
BDN vs SPY
+81.0%
-143.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.3% |
| 30D | -3.2% | -1.4% | -1.9% | -1.9% |
| 3M | -6.8% | +3.7% | -10.5% | -10.3% |
| 6M | +2.6% | +13.0% | -10.4% | -9.5% |
| YTD | +10.9% | +12.4% | -1.5% | -1.9% |
| 1Y | -22.8% | +18.5% | -41.3% | -35.6% |
| 3Y | -14.1% | +77.6% | -91.7% | -53.6% |
| 5Y | -62.1% | +81.7% | -143.8% | -79.9% |
| All | -62.1% | +81.0% | -143.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling