+46.2%
EXC vs BN
+35.3%
+10.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -2.7% | -10.9% | +8.2% | -0.9% |
| 3M | -1.0% | -11.1% | +10.1% | +0.9% |
| 6M | -9.3% | -4.4% | -4.9% | -9.0% |
| YTD | +3.6% | -14.1% | +17.8% | +5.7% |
| 1Y | +5.9% | -11.1% | +17.0% | +7.0% |
| 3Y | +21.3% | +75.6% | -54.3% | +1.2% |
| 5Y | +46.2% | +35.8% | +10.4% | +27.0% |
| All | +46.2% | +35.3% | +10.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling