-11.8%
BN vs Q
+68.3%
-80.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.0% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +14.0% | -2.7% | +16.6% | +14.2% |
| 3M | -9.0% | -16.9% | +7.9% | -6.3% |
| 6M | -8.8% | -26.9% | +18.0% | -4.5% |
| YTD | -10.3% | +45.2% | -55.5% | -21.9% |
| 1Y | -5.8% | +38.1% | -44.0% | -17.5% |
| All | -11.8% | +68.3% | -80.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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