+256.9%
BN vs A
+247.2%
+9.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -5.9% | -4.6% | -1.3% | -3.5% |
| 30D | -15.1% | -4.3% | -10.8% | -13.2% |
| 3M | -14.6% | +8.9% | -23.5% | -19.0% |
| 6M | -8.4% | +24.5% | -32.9% | -20.3% |
| YTD | -16.8% | +5.8% | -22.6% | -20.9% |
| 1Y | -14.4% | +16.2% | -30.6% | -23.2% |
| 3Y | +70.1% | +28.5% | +41.6% | +40.1% |
| 5Y | +33.5% | -16.3% | +49.9% | +37.2% |
| All | +256.9% | +247.2% | +9.7% | +86.8% |
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