+49.3%
BN vs S
-57.8%
+107.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | -1.2% | -5.8% | +4.6% | 0.0% |
| 30D | -10.9% | -9.2% | -1.7% | -9.5% |
| 3M | -11.1% | +23.4% | -34.4% | -15.3% |
| 6M | -4.4% | +36.9% | -41.3% | -11.5% |
| YTD | -14.1% | +29.5% | -43.7% | -19.8% |
| 1Y | -11.1% | +5.4% | -16.5% | -13.8% |
| 3Y | +75.6% | +14.7% | +60.9% | +63.2% |
| 5Y | +35.8% | -71.5% | +107.3% | +38.3% |
| All | +49.3% | -57.8% | +107.0% | +58.1% |
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