+258.5%
BN vs MKTX
+5.0%
+253.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -14.5% | +0.7% | -15.2% | -14.6% |
| 3M | -15.0% | +40.8% | -55.8% | -22.7% |
| 6M | -5.4% | -8.0% | +2.6% | -4.4% |
| YTD | -16.4% | -8.7% | -7.7% | -15.5% |
| 1Y | -16.2% | -11.8% | -4.4% | -14.8% |
| 3Y | +67.5% | -24.0% | +91.6% | +71.5% |
| 5Y | +34.1% | -60.3% | +94.4% | +61.0% |
| All | +258.5% | +5.0% | +253.4% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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