+290.2%
BN vs RVTY
+211.6%
+78.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +14.0% | +1.5% | +12.4% | +12.6% |
| 3M | -9.0% | +31.5% | -40.5% | -20.4% |
| 6M | -8.8% | +62.7% | -71.5% | -28.1% |
| YTD | -10.3% | +60.0% | -70.2% | -29.4% |
| 1Y | -5.8% | +65.7% | -71.5% | -27.2% |
| 3Y | +94.8% | +85.2% | +9.6% | +39.0% |
| 5Y | +31.5% | -14.9% | +46.4% | +28.9% |
| All | +290.2% | +211.6% | +78.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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