+258.5%
BN vs BR
+189.7%
+68.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -5.2% | -3.0% | -2.2% | -3.5% |
| 30D | -14.5% | -0.3% | -14.2% | -14.5% |
| 3M | -15.0% | +17.3% | -32.3% | -23.4% |
| 6M | -5.4% | -6.7% | +1.3% | -2.8% |
| YTD | -16.4% | -23.4% | +7.0% | -3.4% |
| 1Y | -16.2% | -32.7% | +16.4% | +5.0% |
| 3Y | +67.5% | -5.9% | +73.4% | +69.3% |
| 5Y | +34.1% | +8.4% | +25.7% | +22.0% |
| All | +258.5% | +189.7% | +68.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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