+302.3%
BN vs ED
+141.1%
+161.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +13.5% | +11.2% | +2.3% | +9.1% |
| 3M | -5.9% | +11.8% | -17.7% | -9.9% |
| 6M | -8.9% | +14.1% | -23.0% | -13.6% |
| YTD | -7.9% | +23.0% | -30.8% | -15.7% |
| 1Y | -8.3% | +23.7% | -31.9% | -16.4% |
| 3Y | +100.8% | +47.7% | +53.0% | +64.3% |
| 5Y | +38.2% | +82.6% | -44.4% | +1.7% |
| 10Y | +302.3% | +141.8% | +160.6% | +170.4% |
| All | +302.3% | +141.1% | +161.3% | +170.4% |
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