+258.5%
BN vs SCHG
+459.0%
-200.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | -5.2% | -1.0% | -4.1% | -4.2% |
| 30D | -14.5% | -1.3% | -13.2% | -13.4% |
| 3M | -15.0% | +5.4% | -20.4% | -19.3% |
| 6M | -5.4% | +14.4% | -19.8% | -16.8% |
| YTD | -16.4% | +8.0% | -24.5% | -22.3% |
| 1Y | -16.2% | +12.7% | -29.0% | -25.1% |
| 3Y | +67.5% | +85.6% | -18.1% | -5.9% |
| 5Y | +34.1% | +85.5% | -51.4% | -25.3% |
| All | +258.5% | +459.0% | -200.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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