+63.6%
BN vs S
-48.9%
+112.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.0% | -4.2% | +2.3% |
| 7D | +3.6% | +1.6% | +2.1% | +3.3% |
| 30D | +15.9% | -10.5% | +26.3% | +17.8% |
| 3M | -2.3% | +9.9% | -12.2% | -5.2% |
| 6M | -8.4% | +41.8% | -50.2% | -16.0% |
| YTD | -5.9% | +56.8% | -62.7% | -16.0% |
| 1Y | -5.6% | +39.0% | -44.6% | -14.0% |
| 3Y | +104.2% | +53.8% | +50.4% | +78.4% |
| 5Y | +35.5% | -68.6% | +104.1% | +32.9% |
| All | +63.6% | -48.9% | +112.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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