+380.3%
NDAQ vs BN
+257.9%
+122.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -0.2% |
| 30D | -1.5% | -13.0% | +11.5% | +4.7% |
| 3M | +8.0% | -15.2% | +23.3% | +16.1% |
| 6M | +7.7% | -5.9% | +13.6% | +9.8% |
| YTD | -2.3% | -15.8% | +13.4% | +4.4% |
| 1Y | +0.6% | -12.2% | +12.7% | +5.1% |
| 3Y | +90.9% | +72.2% | +18.7% | +43.5% |
| 5Y | +52.5% | +33.2% | +19.3% | +25.6% |
| 10Y | +380.3% | +264.7% | +115.6% | +148.0% |
| All | +380.3% | +257.9% | +122.3% | +148.0% |
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