+258.5%
BN vs DTE
+137.8%
+120.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.3% |
| 7D | -5.2% | -2.6% | -2.6% | -3.7% |
| 30D | -14.5% | -4.4% | -10.1% | -12.1% |
| 3M | -15.0% | -8.3% | -6.7% | -10.6% |
| 6M | -5.4% | -8.1% | +2.7% | -1.0% |
| YTD | -16.4% | +4.4% | -20.9% | -19.8% |
| 1Y | -16.2% | +0.2% | -16.4% | -17.5% |
| 3Y | +67.5% | +42.6% | +24.9% | +29.2% |
| 5Y | +34.1% | +31.5% | +2.7% | +7.7% |
| All | +258.5% | +137.8% | +120.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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