+69.0%
F vs BN
+281.2%
-212.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -0.7% |
| 30D | +3.3% | +13.5% | -10.2% | -5.0% |
| 3M | -11.3% | -5.9% | -5.4% | -8.1% |
| 6M | +5.3% | -8.9% | +14.2% | +11.1% |
| YTD | -2.2% | -7.9% | +5.6% | +1.5% |
| 1Y | -3.5% | -8.3% | +4.7% | +0.1% |
| 3Y | +49.5% | +100.8% | -51.2% | -12.7% |
| 5Y | -13.5% | +38.2% | -51.7% | -35.9% |
| 10Y | +69.0% | +302.3% | -233.3% | -30.6% |
| All | +69.0% | +281.2% | -212.2% | -30.6% |
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