+258.5%
BN vs USFR
+28.1%
+230.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | -14.5% | +0.4% | -14.8% | -14.7% |
| 3M | -15.0% | +1.0% | -16.0% | -15.5% |
| 6M | -5.4% | +2.0% | -7.4% | -6.5% |
| YTD | -16.4% | +2.8% | -19.2% | -17.9% |
| 1Y | -16.2% | +4.1% | -20.3% | -18.5% |
| 3Y | +67.5% | +14.1% | +53.4% | +53.6% |
| 5Y | +34.1% | +20.6% | +13.5% | +17.3% |
| All | +258.5% | +28.1% | +230.3% | +220.2% |
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