+272.5%
RF vs BN
+271.1%
+1.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.3% |
| 7D | -0.9% | +5.3% | -6.3% | -4.6% |
| 30D | +6.0% | +11.9% | -5.9% | -2.1% |
| 3M | -8.9% | -5.7% | -3.2% | -5.7% |
| 6M | +2.3% | -10.6% | +13.0% | +9.3% |
| YTD | +7.6% | -9.4% | +16.9% | +12.3% |
| 1Y | +21.2% | -8.8% | +29.9% | +25.7% |
| 3Y | +108.5% | +95.6% | +12.9% | +20.6% |
| 5Y | +43.2% | +30.2% | +13.1% | +8.3% |
| All | +272.5% | +271.1% | +1.4% | +57.0% |
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