+995.4%
TER vs BN
+290.8%
+704.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.3% |
| 7D | +14.4% | -1.0% | +15.3% | +15.4% |
| 30D | -30.6% | +14.0% | -44.5% | -37.2% |
| 3M | -39.2% | -9.0% | -30.2% | -35.6% |
| 6M | -31.3% | -8.8% | -22.4% | -27.8% |
| YTD | +29.1% | -10.3% | +39.3% | +37.2% |
| 1Y | +47.4% | -5.8% | +53.2% | +51.6% |
| 3Y | +191.2% | +94.8% | +96.5% | +81.6% |
| 5Y | +74.0% | +31.5% | +42.5% | +38.5% |
| All | +995.4% | +290.8% | +704.6% | +347.1% |
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