+1,744.2%
TER vs BN
+259.6%
+1,484.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +6.0% |
| 7D | +11.0% | -1.2% | +12.1% | +11.7% |
| 30D | -1.9% | -10.9% | +9.0% | +6.0% |
| 3M | -0.7% | -11.1% | +10.4% | +7.0% |
| 6M | +36.4% | -4.4% | +40.7% | +40.4% |
| YTD | +92.4% | -14.1% | +106.6% | +112.2% |
| 1Y | +213.5% | -11.1% | +224.6% | +237.2% |
| 3Y | +277.2% | +75.6% | +201.7% | +152.6% |
| 5Y | +219.1% | +35.8% | +183.3% | +151.6% |
| 10Y | +1,744.2% | +261.6% | +1,482.7% | +693.9% |
| All | +1,744.2% | +259.6% | +1,484.7% | +693.9% |
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