+902.4%
BN vs ACWI
+330.0%
+572.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +5.3% | -2.4% | +7.7% | +8.4% |
| 30D | +11.9% | -5.2% | +17.1% | +19.1% |
| 3M | -5.7% | -4.8% | -0.9% | -0.1% |
| 6M | -10.6% | -1.3% | -9.3% | -9.4% |
| YTD | -9.4% | +8.4% | -17.7% | -17.4% |
| 1Y | -8.8% | +11.0% | -19.8% | -19.1% |
| 3Y | +95.6% | +70.6% | +25.1% | +8.5% |
| 5Y | +30.2% | +55.3% | -25.2% | -17.5% |
| 10Y | +277.0% | +223.2% | +53.8% | +11.3% |
| All | +902.4% | +330.0% | +572.5% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling