+43.8%
D vs BN
+289.4%
-245.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.4% | -1.6% |
| 7D | +0.8% | +3.6% | -2.9% | -0.3% |
| 30D | +10.7% | +15.9% | -5.1% | +6.0% |
| 3M | +2.3% | -2.3% | +4.6% | +2.8% |
| 6M | +12.5% | -8.4% | +20.9% | +14.9% |
| YTD | +20.1% | -5.9% | +26.0% | +20.9% |
| 1Y | +15.6% | -5.6% | +21.1% | +16.0% |
| 3Y | +75.2% | +104.2% | -29.1% | +33.6% |
| 5Y | +14.6% | +35.5% | -20.9% | -2.3% |
| 10Y | +43.8% | +285.2% | -241.5% | -14.2% |
| All | +43.8% | +289.4% | -245.6% | -14.2% |
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