+1,381.0%
NET vs BN
+140.6%
+1,240.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -6.5% |
| 7D | -16.4% | +12.0% | -28.3% | -22.9% |
| 30D | -25.8% | +17.0% | -42.9% | -33.7% |
| 3M | -11.5% | -3.2% | -8.3% | -10.4% |
| 6M | +18.9% | -3.9% | +22.8% | +20.1% |
| YTD | +35.2% | -5.6% | +40.8% | +36.9% |
| 1Y | +14.5% | -4.7% | +19.2% | +15.1% |
| 3Y | +313.8% | +98.4% | +215.4% | +152.3% |
| 5Y | +32.6% | +37.8% | -5.3% | -0.5% |
| All | +1,381.0% | +140.6% | +1,240.4% | +1,033.1% |
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