+264.7%
BN vs BB
+2.1%
+262.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -3.0% | +1.8% | -4.8% | -3.3% |
| 30D | -13.0% | -12.2% | -0.8% | -11.2% |
| 3M | -15.2% | -12.3% | -2.9% | -14.5% |
| 6M | -5.9% | +122.7% | -128.6% | -20.8% |
| YTD | -15.8% | +104.5% | -120.3% | -28.0% |
| 1Y | -12.2% | +106.7% | -118.8% | -25.5% |
| 3Y | +72.2% | +70.0% | +2.2% | +44.1% |
| 5Y | +33.2% | -27.8% | +61.0% | +22.5% |
| 10Y | +264.7% | +2.4% | +262.3% | +141.8% |
| All | +264.7% | +2.1% | +262.6% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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