+61.4%
BN vs S
-49.1%
+110.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +4.3% | +1.4% | +2.9% | +4.0% |
| 30D | +14.3% | -10.8% | +25.1% | +16.3% |
| 3M | -4.1% | +5.4% | -9.5% | -6.1% |
| 6M | -9.7% | +41.2% | -50.9% | -17.1% |
| YTD | -7.1% | +56.2% | -63.3% | -17.1% |
| 1Y | -7.4% | +36.3% | -43.7% | -15.3% |
| 3Y | +102.3% | +49.4% | +52.9% | +77.6% |
| 5Y | +35.9% | -66.9% | +102.8% | +33.2% |
| All | +61.4% | -49.1% | +110.5% | +63.4% |
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