+686.6%
P vs BN
+271.1%
+415.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +4.1% |
| 7D | -23.8% | +5.3% | -29.2% | -26.8% |
| 30D | -36.6% | +11.9% | -48.5% | -41.5% |
| 3M | +10.9% | -5.7% | +16.6% | +14.2% |
| 6M | +30.0% | -10.6% | +40.6% | +37.5% |
| YTD | +44.4% | -9.4% | +53.7% | +50.3% |
| 1Y | +3.9% | -8.8% | +12.7% | +7.7% |
| 3Y | +176.6% | +95.6% | +81.0% | +76.4% |
| 5Y | +249.3% | +30.2% | +219.1% | +180.9% |
| All | +686.6% | +271.1% | +415.5% | +238.9% |
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