-9.4%
BN vs Q
+80.0%
-89.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.2% |
| 7D | -2.4% | +6.6% | -9.0% | -3.5% |
| 30D | +13.5% | +2.7% | +10.8% | +12.7% |
| 3M | -5.9% | -8.4% | +2.4% | -4.8% |
| 6M | -8.9% | -17.3% | +8.4% | -7.1% |
| YTD | -7.9% | +55.3% | -63.2% | -20.7% |
| 1Y | -8.3% | +31.5% | -39.7% | -18.8% |
| All | -9.4% | +80.0% | -89.4% | -20.1% |
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