+302.3%
BN vs ACWI
+227.3%
+75.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -2.4% |
| 7D | -2.4% | -0.7% | -1.8% | -1.6% |
| 30D | +13.5% | -2.0% | +15.5% | +16.6% |
| 3M | -5.9% | -2.2% | -3.8% | -3.2% |
| 6M | -8.9% | +1.9% | -10.8% | -11.5% |
| YTD | -7.9% | +12.0% | -19.9% | -21.2% |
| 1Y | -8.3% | +12.5% | -20.8% | -21.9% |
| 3Y | +100.8% | +75.4% | +25.4% | -3.4% |
| 5Y | +38.2% | +61.5% | -23.3% | -24.4% |
| 10Y | +302.3% | +227.1% | +75.2% | -2.7% |
| All | +302.3% | +227.3% | +75.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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