+267.9%
BN vs RACE
+793.9%
-526.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -2.5% | -2.5% | +0.1% | -1.2% |
| 30D | -9.5% | +0.8% | -10.3% | -10.0% |
| 3M | -10.4% | +17.2% | -27.5% | -17.6% |
| 6M | -6.4% | +13.6% | -19.9% | -12.9% |
| YTD | -11.9% | +12.2% | -24.1% | -17.9% |
| 1Y | -8.6% | -16.3% | +7.6% | -2.7% |
| 3Y | +77.6% | +36.4% | +41.1% | +40.8% |
| 5Y | +37.0% | +95.0% | -57.9% | -11.5% |
| All | +267.9% | +793.9% | -526.0% | +40.9% |
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