+285.2%
BN vs M
+3.7%
+281.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +2.0% |
| 7D | +3.6% | +2.5% | +1.1% | +3.0% |
| 30D | +15.9% | +10.1% | +5.8% | +13.3% |
| 3M | -2.3% | -0.9% | -1.4% | -2.4% |
| 6M | -8.4% | +30.2% | -38.6% | -14.5% |
| YTD | -5.9% | +16.3% | -22.2% | -10.2% |
| 1Y | -5.6% | +27.0% | -32.6% | -11.9% |
| 3Y | +104.2% | +154.5% | -50.3% | +55.2% |
| 5Y | +35.5% | -1.1% | +36.5% | +20.6% |
| 10Y | +285.2% | +0.5% | +284.7% | +127.2% |
| All | +285.2% | +3.7% | +281.5% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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