+289.2%
BN vs M
-3.0%
+292.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | +4.3% | +5.0% | -0.7% | +3.1% |
| 30D | +14.3% | +10.6% | +3.7% | +11.6% |
| 3M | -4.1% | +1.6% | -5.7% | -4.7% |
| 6M | -9.7% | +30.8% | -40.5% | -15.8% |
| YTD | -7.1% | +16.9% | -24.0% | -11.5% |
| 1Y | -7.4% | +26.3% | -33.7% | -13.5% |
| 3Y | +102.3% | +158.6% | -56.3% | +53.0% |
| 5Y | +35.9% | +2.1% | +33.8% | +20.1% |
| 10Y | +289.2% | -4.3% | +293.5% | +128.7% |
| All | +289.2% | -3.0% | +292.2% | +128.7% |
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