+258.5%
BN vs DGX
+255.3%
+3.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.2% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -14.5% | -1.2% | -13.3% | -14.1% |
| 3M | -15.0% | +15.8% | -30.8% | -19.8% |
| 6M | -5.4% | +18.2% | -23.6% | -11.6% |
| YTD | -16.4% | +37.2% | -53.6% | -26.6% |
| 1Y | -16.2% | +30.4% | -46.6% | -25.2% |
| 3Y | +67.5% | +96.7% | -29.2% | +24.5% |
| 5Y | +34.1% | +67.2% | -33.0% | +5.1% |
| All | +258.5% | +255.3% | +3.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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