+566.1%
XYZ vs BN
+297.2%
+268.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | +7.0% | +13.6% | -6.5% | -4.5% |
| 3M | +5.1% | -6.7% | +11.7% | +12.3% |
| 6M | +14.1% | -9.0% | +23.0% | +24.2% |
| YTD | +26.4% | -8.8% | +35.2% | +36.0% |
| 1Y | +25.1% | -10.6% | +35.7% | +36.9% |
| 3Y | +59.7% | +98.8% | -39.0% | -19.3% |
| 5Y | -63.8% | +33.6% | -97.4% | -72.4% |
| All | +566.1% | +297.2% | +268.8% | +118.7% |
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