+668.0%
BE vs BN
+195.8%
+472.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -3.2% |
| 7D | +10.8% | -1.0% | +11.8% | +12.3% |
| 30D | -19.8% | +14.0% | -33.7% | -30.9% |
| 3M | -18.7% | -9.0% | -9.7% | -11.0% |
| 6M | -33.7% | -8.8% | -24.9% | -27.3% |
| YTD | +121.0% | -10.3% | +131.2% | +141.3% |
| 1Y | +85.4% | -5.8% | +91.2% | +93.2% |
| 3Y | +1,709.5% | +94.8% | +1,614.7% | +777.7% |
| 5Y | +462.2% | +31.5% | +430.7% | +323.0% |
| All | +668.0% | +195.8% | +472.1% | +140.2% |
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