+236.1%
EW vs BN
+280.2%
-44.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | +9.3% | +4.3% | +5.0% | +7.2% |
| 30D | +22.1% | +14.3% | +7.8% | +15.1% |
| 3M | +13.0% | -4.1% | +17.1% | +14.8% |
| 6M | +30.1% | -9.7% | +39.7% | +35.0% |
| YTD | +22.0% | -7.1% | +29.2% | +23.9% |
| 1Y | +23.7% | -7.4% | +31.1% | +25.5% |
| 3Y | +62.0% | +102.3% | -40.4% | +7.7% |
| 5Y | -12.4% | +35.9% | -48.4% | -30.1% |
| 10Y | +236.1% | +289.2% | -53.1% | +56.7% |
| All | +236.1% | +280.2% | -44.2% | +56.7% |
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