+296.6%
BN vs FIVE
+505.3%
-208.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | +13.6% | +15.8% | -2.3% | +9.0% |
| 3M | -6.7% | +3.8% | -10.4% | -7.9% |
| 6M | -9.0% | +18.5% | -27.5% | -14.3% |
| YTD | -8.8% | +31.2% | -40.0% | -17.1% |
| 1Y | -10.6% | +61.8% | -72.4% | -23.5% |
| 3Y | +98.8% | +39.9% | +58.9% | +65.5% |
| 5Y | +33.6% | +18.3% | +15.3% | +12.6% |
| All | +296.6% | +505.3% | -208.7% | +137.0% |
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