+444.2%
V vs BN
+289.4%
+154.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -4.0% | -1.9% |
| 7D | -0.8% | +3.6% | -4.4% | -2.5% |
| 30D | +9.5% | +15.9% | -6.3% | +2.1% |
| 3M | +16.7% | -2.3% | +19.0% | +17.7% |
| 6M | +32.9% | -8.4% | +41.4% | +37.6% |
| YTD | +21.1% | -5.9% | +27.0% | +22.4% |
| 1Y | +26.6% | -5.6% | +32.2% | +27.4% |
| 3Y | +78.4% | +104.2% | -25.9% | +15.6% |
| 5Y | +105.5% | +35.5% | +70.0% | +62.3% |
| 10Y | +444.2% | +285.2% | +159.0% | +129.0% |
| All | +444.2% | +289.4% | +154.9% | +129.0% |
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