+302.3%
BN vs FIVE
+535.9%
-233.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +13.5% | +17.4% | -3.9% | +8.6% |
| 3M | -5.9% | +7.0% | -13.0% | -8.0% |
| 6M | -8.9% | +20.5% | -29.4% | -14.7% |
| YTD | -7.9% | +33.1% | -41.0% | -16.6% |
| 1Y | -8.3% | +67.1% | -75.4% | -22.2% |
| 3Y | +100.8% | +41.9% | +58.9% | +66.5% |
| 5Y | +38.2% | +21.1% | +17.2% | +15.7% |
| 10Y | +302.3% | +518.8% | -216.5% | +139.6% |
| All | +302.3% | +535.9% | -233.6% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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