+261.6%
BN vs ED
+104.2%
+157.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -10.9% | +1.1% | -12.0% | -11.3% |
| 3M | -11.1% | +4.6% | -15.7% | -12.8% |
| 6M | -4.4% | -2.0% | -2.4% | -4.1% |
| YTD | -14.1% | +11.7% | -25.8% | -18.6% |
| 1Y | -11.1% | +15.7% | -26.8% | -17.2% |
| 3Y | +75.6% | +34.4% | +41.2% | +49.0% |
| 5Y | +35.8% | +67.3% | -31.5% | +3.0% |
| 10Y | +261.6% | +104.0% | +157.5% | +152.7% |
| All | +261.6% | +104.2% | +157.4% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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