+455.5%
V vs BN
+280.2%
+175.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +0.8% | +4.3% | -3.5% | -1.2% |
| 30D | +9.9% | +14.3% | -4.3% | +3.1% |
| 3M | +17.5% | -4.1% | +21.6% | +19.5% |
| 6M | +33.5% | -9.7% | +43.1% | +39.0% |
| YTD | +21.6% | -7.1% | +28.7% | +23.7% |
| 1Y | +27.6% | -7.4% | +35.0% | +29.6% |
| 3Y | +76.4% | +102.3% | -25.9% | +14.9% |
| 5Y | +103.8% | +35.9% | +67.9% | +60.4% |
| 10Y | +455.5% | +289.2% | +166.3% | +134.5% |
| All | +455.5% | +280.2% | +175.2% | +134.5% |
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