+285.2%
BN vs ACWI
+226.8%
+58.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +0.3% |
| 7D | +3.6% | +0.3% | +3.3% | +3.2% |
| 30D | +15.9% | -2.8% | +18.7% | +20.4% |
| 3M | -2.3% | -3.2% | +0.8% | +2.0% |
| 6M | -8.4% | +1.3% | -9.7% | -10.3% |
| YTD | -5.9% | +11.2% | -17.1% | -18.7% |
| 1Y | -5.6% | +13.8% | -19.4% | -20.8% |
| 3Y | +104.2% | +76.2% | +28.0% | -2.3% |
| 5Y | +35.5% | +59.5% | -24.0% | -24.6% |
| 10Y | +285.2% | +222.2% | +63.0% | -10.4% |
| All | +285.2% | +226.8% | +58.4% | -10.4% |
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