+239.8%
RF vs BN
+280.2%
-40.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | +0.1% |
| 7D | +0.3% | +4.3% | -4.0% | -2.7% |
| 30D | +6.2% | +14.3% | -8.1% | -3.4% |
| 3M | -7.8% | -4.1% | -3.8% | -5.7% |
| 6M | +5.9% | -9.7% | +15.6% | +12.4% |
| YTD | +9.0% | -7.1% | +16.2% | +12.0% |
| 1Y | +19.3% | -7.4% | +26.7% | +22.4% |
| 3Y | +116.4% | +102.3% | +14.1% | +21.9% |
| 5Y | +46.0% | +35.9% | +10.1% | +6.7% |
| 10Y | +239.8% | +289.2% | -49.4% | +36.1% |
| All | +239.8% | +280.2% | -40.4% | +36.1% |
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