+48.3%
D vs BN
+280.2%
-232.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +2.4% | +4.3% | -1.9% | +1.1% |
| 30D | +10.9% | +14.3% | -3.4% | +6.7% |
| 3M | +2.8% | -4.1% | +6.9% | +3.9% |
| 6M | +12.7% | -9.7% | +22.4% | +15.5% |
| YTD | +20.3% | -7.1% | +27.5% | +21.6% |
| 1Y | +17.1% | -7.4% | +24.5% | +18.2% |
| 3Y | +75.1% | +102.3% | -27.2% | +34.0% |
| 5Y | +13.1% | +35.9% | -22.8% | -3.8% |
| 10Y | +48.3% | +289.2% | -240.9% | -10.8% |
| All | +48.3% | +280.2% | -232.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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