+151.5%
EXC vs BN
+259.6%
-108.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.5% |
| 7D | +1.2% | -1.2% | +2.4% | +1.6% |
| 30D | -2.7% | -10.9% | +8.2% | +0.9% |
| 3M | -1.0% | -11.1% | +10.1% | +2.6% |
| 6M | -9.3% | -4.4% | -4.9% | -8.8% |
| YTD | +3.6% | -14.1% | +17.8% | +7.5% |
| 1Y | +5.9% | -11.1% | +17.0% | +8.0% |
| 3Y | +21.3% | +75.6% | -54.3% | -9.3% |
| 5Y | +46.2% | +35.8% | +10.4% | +17.9% |
| 10Y | +151.5% | +261.6% | -110.1% | +29.8% |
| All | +151.5% | +259.6% | -108.1% | +29.8% |
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