+1,006.2%
TER vs BN
+280.2%
+726.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.7% |
| 7D | -8.9% | +4.3% | -13.2% | -11.5% |
| 30D | -39.1% | +14.3% | -53.3% | -44.9% |
| 3M | -32.8% | -4.1% | -28.7% | -31.4% |
| 6M | -31.7% | -9.7% | -22.1% | -27.8% |
| YTD | +26.9% | -7.1% | +34.1% | +31.7% |
| 1Y | +33.6% | -7.4% | +41.0% | +39.1% |
| 3Y | +181.5% | +102.3% | +79.2% | +71.3% |
| 5Y | +76.1% | +35.9% | +40.2% | +37.1% |
| 10Y | +1,006.2% | +289.2% | +717.0% | +369.8% |
| All | +1,006.2% | +280.2% | +726.0% | +369.8% |
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