-22.7%
U vs BN
+140.4%
-163.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +6.9% |
| 7D | +2.6% | -1.0% | +3.6% | +3.3% |
| 30D | +27.6% | +14.0% | +13.6% | +9.7% |
| 3M | +15.3% | -9.0% | +24.3% | +25.2% |
| 6M | +96.4% | -8.8% | +105.2% | +111.2% |
| YTD | +19.6% | -10.3% | +29.8% | +31.7% |
| 1Y | +42.1% | -5.8% | +47.9% | +48.6% |
| 3Y | +87.5% | +94.8% | -7.2% | -9.0% |
| 5Y | -73.1% | +31.5% | -104.6% | -81.4% |
| All | -22.7% | +140.4% | -163.1% | -49.2% |
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