+45.2%
PL vs BN
+84.6%
-39.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.8% | +10.7% | +11.2% |
| 7D | +10.9% | +3.6% | +7.2% | +7.2% |
| 30D | -16.4% | +15.9% | -32.2% | -27.1% |
| 3M | -39.9% | -2.3% | -37.6% | -39.2% |
| 6M | -63.2% | -8.4% | -54.8% | -60.5% |
| YTD | -27.1% | -5.9% | -21.3% | -25.1% |
| 1Y | +12.2% | -5.6% | +17.8% | +14.6% |
| 3Y | +584.3% | +104.2% | +480.1% | +291.1% |
| 5Y | +37.0% | +35.5% | +1.5% | +0.4% |
| All | +45.2% | +84.6% | -39.4% | +6.1% |
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