-8.3%
BN vs ED
+24.8%
-33.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.5% |
| 30D | +13.5% | +11.2% | +2.3% | +16.1% |
| 3M | -5.9% | +11.8% | -17.7% | -3.7% |
| 6M | -8.9% | +14.1% | -23.0% | -5.9% |
| YTD | -7.9% | +23.0% | -30.8% | +0.7% |
| 1Y | -8.3% | +23.7% | -31.9% | +1.0% |
| All | -8.3% | +24.8% | -33.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling