+3,653.2%
FIX vs BN
+271.1%
+3,382.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +6.0% |
| 7D | -17.5% | +5.3% | -22.8% | -21.0% |
| 30D | -41.6% | +11.9% | -53.5% | -46.4% |
| 3M | -40.6% | -5.7% | -34.9% | -39.2% |
| 6M | -49.4% | -10.6% | -38.8% | -46.6% |
| YTD | +9.2% | -9.4% | +18.5% | +13.0% |
| 1Y | +6.5% | -8.8% | +15.2% | +10.0% |
| 3Y | +448.7% | +95.6% | +353.1% | +255.1% |
| 5Y | +948.7% | +30.2% | +918.6% | +743.5% |
| All | +3,653.2% | +271.1% | +3,382.1% | +1,737.4% |
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