+621.5%
XYZ vs BN
+281.2%
+340.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.9% |
| 7D | -2.2% | -2.4% | +0.2% | +0.1% |
| 30D | +11.6% | +13.5% | -1.9% | -0.5% |
| 3M | +8.4% | -5.9% | +14.4% | +15.0% |
| 6M | +17.2% | -8.9% | +26.1% | +27.5% |
| YTD | +31.7% | -7.9% | +39.6% | +40.3% |
| 1Y | +30.1% | -8.3% | +38.3% | +38.9% |
| 3Y | +66.4% | +100.8% | -34.3% | -16.7% |
| 5Y | -62.2% | +38.2% | -100.4% | -71.9% |
| 10Y | +621.5% | +302.3% | +319.2% | +133.3% |
| All | +621.5% | +281.2% | +340.3% | +133.3% |
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