+141.5%
W vs BN
+259.6%
-118.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +3.2% |
| 7D | +6.5% | -1.2% | +7.7% | +7.7% |
| 30D | -6.2% | -10.9% | +4.7% | +5.4% |
| 3M | +48.9% | -11.1% | +60.0% | +68.9% |
| 6M | +31.2% | -4.4% | +35.6% | +37.7% |
| YTD | -0.4% | -14.1% | +13.7% | +15.4% |
| 1Y | +14.8% | -11.1% | +25.9% | +28.0% |
| 3Y | +40.5% | +75.6% | -35.0% | -14.5% |
| 5Y | -62.1% | +35.8% | -97.9% | -69.0% |
| 10Y | +141.5% | +261.6% | -120.0% | +1.4% |
| All | +141.5% | +259.6% | -118.0% | +1.4% |
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