+285.2%
BN vs RACE
+738.3%
-453.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.5% |
| 7D | +3.6% | +3.9% | -0.3% | +1.7% |
| 30D | +15.9% | +7.4% | +8.4% | +11.9% |
| 3M | -2.3% | +1.6% | -3.9% | -3.2% |
| 6M | -8.4% | +23.3% | -31.7% | -18.1% |
| YTD | -5.9% | +14.7% | -20.5% | -13.3% |
| 1Y | -5.6% | +2.5% | -8.1% | -8.2% |
| 3Y | +104.2% | +28.0% | +76.2% | +67.6% |
| 5Y | +35.5% | +69.8% | -34.3% | -6.4% |
| 10Y | +285.2% | +734.9% | -449.7% | +70.9% |
| All | +285.2% | +738.3% | -453.1% | +70.9% |
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