+640.4%
FLEX vs BN
+289.4%
+351.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.2% | +9.3% |
| 7D | -7.2% | +3.6% | -10.8% | -9.8% |
| 30D | -34.8% | +15.9% | -50.6% | -41.6% |
| 3M | -35.6% | -2.3% | -33.2% | -35.0% |
| 6M | -45.0% | -8.4% | -36.6% | -42.3% |
| YTD | +29.4% | -5.9% | +35.3% | +31.8% |
| 1Y | +24.8% | -5.6% | +30.4% | +26.9% |
| 3Y | +304.4% | +104.2% | +200.2% | +134.4% |
| 5Y | +484.1% | +35.5% | +448.6% | +343.0% |
| 10Y | +640.4% | +285.2% | +355.2% | +191.4% |
| All | +640.4% | +289.4% | +351.1% | +191.4% |
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