+58.8%
T vs BN
+280.2%
-221.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +1.0% |
| 7D | +2.6% | +4.3% | -1.7% | +1.4% |
| 30D | -1.1% | +14.3% | -15.4% | -4.7% |
| 3M | -7.7% | -4.1% | -3.6% | -6.9% |
| 6M | -10.6% | -9.7% | -1.0% | -8.6% |
| YTD | -7.5% | -7.1% | -0.3% | -6.8% |
| 1Y | -7.4% | -7.4% | 0.0% | -6.8% |
| 3Y | +63.1% | +102.3% | -39.3% | +22.7% |
| 5Y | +55.2% | +35.9% | +19.3% | +31.2% |
| 10Y | +58.8% | +289.2% | -230.4% | -14.1% |
| All | +58.8% | +280.2% | -221.4% | -14.1% |
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