+38.2%
BN vs RACE
+68.9%
-30.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | -3.9% | +1.4% | -0.5% |
| 30D | +13.5% | +6.8% | +6.7% | +10.0% |
| 3M | -5.9% | +1.3% | -7.3% | -6.7% |
| 6M | -8.9% | +26.3% | -35.2% | -19.5% |
| YTD | -7.9% | +13.8% | -21.7% | -14.7% |
| 1Y | -8.3% | -0.5% | -7.8% | -9.3% |
| 3Y | +100.8% | +25.6% | +75.1% | +60.1% |
| 5Y | +38.2% | +67.6% | -29.4% | -14.0% |
| All | +38.2% | +68.9% | -30.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling