+428.8%
MAR vs BN
+268.0%
+160.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +2.0% |
| 7D | -0.5% | -3.0% | +2.5% | +1.3% |
| 30D | -4.7% | -13.0% | +8.3% | +3.3% |
| 3M | -15.6% | -15.2% | -0.4% | -7.4% |
| 6M | +1.2% | -5.9% | +7.1% | +3.9% |
| YTD | +7.5% | -15.8% | +23.3% | +17.1% |
| 1Y | +26.6% | -12.2% | +38.8% | +33.7% |
| 3Y | +66.0% | +72.2% | -6.2% | +11.4% |
| 5Y | +154.1% | +33.2% | +120.9% | +96.6% |
| All | +428.8% | +268.0% | +160.8% | +142.0% |
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 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