+217.0%
W vs BN
+280.2%
-63.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.3% |
| 7D | +1.1% | +4.3% | -3.2% | -2.7% |
| 30D | +6.4% | +14.3% | -7.9% | -7.1% |
| 3M | +9.0% | -4.1% | +13.1% | +13.6% |
| 6M | +69.8% | -9.7% | +79.5% | +90.4% |
| YTD | +12.1% | -7.1% | +19.2% | +20.0% |
| 1Y | 0.0% | -7.4% | +7.4% | +7.0% |
| 3Y | +160.3% | +102.3% | +58.0% | +37.8% |
| 5Y | -53.3% | +35.9% | -89.2% | -62.8% |
| 10Y | +217.0% | +289.2% | -72.2% | +31.9% |
| All | +217.0% | +280.2% | -63.3% | +31.9% |
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