+35.8%
BN vs RVTY
-32.1%
+67.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -10.9% | +10.8% | -21.7% | -15.2% |
| 3M | -11.1% | +26.8% | -37.9% | -21.1% |
| 6M | -4.4% | +39.3% | -43.7% | -19.5% |
| YTD | -14.1% | +31.6% | -45.8% | -26.1% |
| 1Y | -11.1% | +47.7% | -58.7% | -28.1% |
| 3Y | +75.6% | +19.9% | +55.6% | +51.3% |
| 5Y | +35.8% | -32.3% | +68.1% | +45.9% |
| All | +35.8% | -32.1% | +67.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling