+289.2%
BN vs RACE
+740.2%
-451.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.0% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +14.3% | +6.6% | +7.7% | +10.8% |
| 3M | -4.1% | +2.2% | -6.3% | -5.2% |
| 6M | -9.7% | +22.4% | -32.0% | -18.9% |
| YTD | -7.1% | +13.8% | -20.9% | -14.1% |
| 1Y | -7.4% | +2.2% | -9.6% | -9.9% |
| 3Y | +102.3% | +25.6% | +76.7% | +67.8% |
| 5Y | +35.9% | +71.0% | -35.0% | -6.4% |
| 10Y | +289.2% | +739.1% | -449.9% | +77.7% |
| All | +289.2% | +740.2% | -451.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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