+264.7%
BN vs STZ
-13.0%
+277.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -3.0% | -6.0% | +3.0% | -0.3% |
| 30D | -13.0% | -8.9% | -4.1% | -9.5% |
| 3M | -15.2% | -12.6% | -2.7% | -10.5% |
| 6M | -5.9% | -17.2% | +11.3% | +1.3% |
| YTD | -15.8% | -10.0% | -5.8% | -13.9% |
| 1Y | -12.2% | -14.3% | +2.1% | -8.5% |
| 3Y | +72.2% | -49.9% | +122.1% | +129.6% |
| 5Y | +33.2% | -38.2% | +71.4% | +57.8% |
| 10Y | +264.7% | -12.0% | +276.7% | +249.0% |
| All | +264.7% | -13.0% | +277.7% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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