+208.9%
W vs BN
+297.2%
-88.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | +3.2% | +13.6% | -10.3% | -9.3% |
| 3M | +8.3% | -6.7% | +14.9% | +16.2% |
| 6M | +84.3% | -9.0% | +93.3% | +104.9% |
| YTD | +11.0% | -8.8% | +19.8% | +21.1% |
| 1Y | -0.2% | -10.6% | +10.4% | +10.7% |
| 3Y | +157.9% | +98.8% | +59.2% | +38.7% |
| 5Y | -56.8% | +33.6% | -90.4% | -64.9% |
| All | +208.9% | +297.2% | -88.3% | +35.4% |
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