+55.3%
O vs BN
+257.9%
-202.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.1% |
| 30D | -2.4% | -13.0% | +10.6% | +3.2% |
| 3M | -0.6% | -15.2% | +14.6% | +6.1% |
| 6M | -5.0% | -5.9% | +0.9% | -3.6% |
| YTD | +10.4% | -15.8% | +26.2% | +16.6% |
| 1Y | +6.6% | -12.2% | +18.7% | +9.9% |
| 3Y | +28.4% | +72.2% | -43.8% | -9.3% |
| 5Y | +15.3% | +33.2% | -17.9% | -10.7% |
| 10Y | +55.3% | +264.7% | -209.4% | -31.9% |
| All | +55.3% | +257.9% | -202.6% | -31.9% |
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