+3,759.0%
FIX vs BN
+281.2%
+3,477.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.5% |
| 7D | +6.4% | -2.4% | +8.9% | +8.4% |
| 30D | -29.1% | +13.5% | -42.6% | -35.5% |
| 3M | -31.1% | -5.9% | -25.2% | -29.3% |
| 6M | -42.8% | -8.9% | -33.9% | -40.3% |
| YTD | +24.6% | -7.9% | +32.5% | +27.8% |
| 1Y | +21.9% | -8.3% | +30.2% | +25.7% |
| 3Y | +524.9% | +100.8% | +424.1% | +296.8% |
| 5Y | +1,092.2% | +38.2% | +1,054.0% | +821.9% |
| 10Y | +3,759.0% | +302.3% | +3,456.7% | +1,669.2% |
| All | +3,759.0% | +281.2% | +3,477.8% | +1,669.2% |
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