+220.4%
W vs BN
+281.2%
-60.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.5% |
| 7D | -7.4% | -2.4% | -5.0% | -4.8% |
| 30D | +7.8% | +13.5% | -5.7% | -5.3% |
| 3M | +10.9% | -5.9% | +16.8% | +18.0% |
| 6M | +86.4% | -8.9% | +95.4% | +107.1% |
| YTD | +14.0% | -7.9% | +21.8% | +23.0% |
| 1Y | +3.5% | -8.3% | +11.8% | +11.8% |
| 3Y | +164.8% | +100.8% | +64.0% | +40.9% |
| 5Y | -53.1% | +38.2% | -91.3% | -63.0% |
| 10Y | +220.4% | +302.3% | -81.9% | +39.8% |
| All | +220.4% | +281.2% | -60.8% | +39.8% |
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