+207.9%
BN vs REPL
+45.5%
+162.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -5.9% | -1.5% |
| 7D | +4.3% | +12.7% | -8.4% | +3.8% |
| 30D | +14.3% | +73.5% | -59.2% | +11.7% |
| 3M | -4.1% | +70.3% | -74.4% | -6.3% |
| 6M | -9.7% | +472.0% | -481.6% | -19.1% |
| YTD | -7.1% | +139.5% | -146.7% | -15.9% |
| 1Y | -7.4% | +167.3% | -174.7% | -16.8% |
| 3Y | +102.3% | +109.5% | -7.2% | +55.0% |
| 5Y | +35.9% | -29.9% | +65.9% | +13.5% |
| All | +207.9% | +45.5% | +162.4% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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