+289.2%
BN vs A
+312.5%
-23.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.7% |
| 7D | +4.3% | +1.4% | +2.9% | +3.6% |
| 30D | +14.3% | +4.3% | +10.0% | +11.6% |
| 3M | -4.1% | +19.8% | -23.9% | -13.5% |
| 6M | -9.7% | +54.4% | -64.0% | -30.3% |
| YTD | -7.1% | +31.7% | -38.9% | -21.9% |
| 1Y | -7.4% | +22.4% | -29.9% | -18.9% |
| 3Y | +102.3% | +67.7% | +34.7% | +43.2% |
| 5Y | +35.9% | +15.7% | +20.2% | +16.7% |
| 10Y | +289.2% | +308.7% | -19.5% | +84.8% |
| All | +289.2% | +312.5% | -23.3% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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