+49.1%
D vs BN
+290.8%
-241.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | +7.7% | +14.0% | -6.2% | +3.7% |
| 3M | -0.3% | -9.0% | +8.7% | +2.2% |
| 6M | +10.1% | -8.8% | +18.9% | +12.5% |
| YTD | +19.1% | -10.3% | +29.3% | +21.5% |
| 1Y | +15.9% | -5.8% | +21.7% | +16.4% |
| 3Y | +75.0% | +94.8% | -19.8% | +35.3% |
| 5Y | +13.4% | +31.5% | -18.1% | -2.6% |
| All | +49.1% | +290.8% | -241.7% | -11.3% |
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