+261.5%
RF vs BN
+289.4%
-27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.7% | -0.4% |
| 7D | -0.1% | +3.6% | -3.8% | -2.7% |
| 30D | +7.0% | +15.9% | -8.8% | -3.5% |
| 3M | -7.0% | -2.3% | -4.7% | -6.0% |
| 6M | +6.8% | -8.4% | +15.2% | +12.2% |
| YTD | +9.9% | -5.9% | +15.8% | +11.9% |
| 1Y | +21.1% | -5.6% | +26.7% | +22.7% |
| 3Y | +119.6% | +104.2% | +15.4% | +23.2% |
| 5Y | +46.2% | +35.5% | +10.7% | +7.4% |
| 10Y | +261.5% | +285.2% | -23.7% | +47.7% |
| All | +261.5% | +289.4% | -27.8% | +47.7% |
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