+384.8%
V vs BN
+257.9%
+126.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -2.9% | -3.0% | +0.1% | -1.5% |
| 30D | +1.9% | -13.0% | +14.9% | +8.7% |
| 3M | +13.2% | -15.2% | +28.5% | +22.0% |
| 6M | +16.7% | -5.9% | +22.6% | +18.7% |
| YTD | +5.4% | -15.8% | +21.2% | +12.4% |
| 1Y | +7.7% | -12.2% | +19.8% | +11.9% |
| 3Y | +52.0% | +72.2% | -20.2% | +6.7% |
| 5Y | +67.7% | +33.2% | +34.5% | +31.9% |
| 10Y | +384.8% | +264.7% | +120.1% | +109.7% |
| All | +384.8% | +257.9% | +126.8% | +109.7% |
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