+302.3%
BN vs TECH
+193.9%
+108.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +13.5% | +0.3% | +13.2% | +13.4% |
| 3M | -5.9% | +1.0% | -7.0% | -6.3% |
| 6M | -8.9% | +54.0% | -62.9% | -23.8% |
| YTD | -7.9% | +24.3% | -32.2% | -17.9% |
| 1Y | -8.3% | +23.7% | -32.0% | -18.3% |
| 3Y | +100.8% | +28.5% | +72.3% | +67.8% |
| 5Y | +38.2% | -41.2% | +79.4% | +54.4% |
| 10Y | +302.3% | +189.2% | +113.2% | +137.2% |
| All | +302.3% | +193.9% | +108.4% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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