+1,001.8%
TER vs BN
+289.4%
+712.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.8% | +8.9% | +10.1% |
| 7D | -5.8% | +3.6% | -9.4% | -8.1% |
| 30D | -38.9% | +15.9% | -54.8% | -45.3% |
| 3M | -35.1% | -2.3% | -32.8% | -34.6% |
| 6M | -31.6% | -8.4% | -23.2% | -28.3% |
| YTD | +27.2% | -5.9% | +33.1% | +30.9% |
| 1Y | +35.2% | -5.6% | +40.8% | +38.9% |
| 3Y | +192.8% | +104.2% | +88.6% | +77.1% |
| 5Y | +72.4% | +35.5% | +36.9% | +34.4% |
| 10Y | +1,001.8% | +285.2% | +716.6% | +367.0% |
| All | +1,001.8% | +289.4% | +712.5% | +367.0% |
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