+290.2%
BN vs USFR
+28.6%
+261.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +14.0% | +0.4% | +13.6% | +13.7% |
| 3M | -9.0% | +1.1% | -10.1% | -9.6% |
| 6M | -8.8% | +2.0% | -10.9% | -10.0% |
| YTD | -10.3% | +3.5% | -13.7% | -12.2% |
| 1Y | -5.8% | +4.1% | -9.9% | -8.3% |
| 3Y | +94.8% | +14.4% | +80.4% | +77.8% |
| 5Y | +31.5% | +21.4% | +10.0% | +13.8% |
| All | +290.2% | +28.6% | +261.7% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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