+15,251.3%
BN vs ED
+2,217.3%
+13,034.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | -10.4% | +3.9% | -14.3% | -11.8% |
| 6M | -6.4% | -3.0% | -3.3% | -5.7% |
| YTD | -11.9% | +10.7% | -22.6% | -15.7% |
| 1Y | -8.6% | +13.3% | -22.0% | -13.6% |
| 3Y | +77.6% | +34.5% | +43.1% | +55.0% |
| 5Y | +37.0% | +67.1% | -30.1% | +9.5% |
| 10Y | +266.4% | +103.0% | +163.3% | +168.9% |
| All | +15,251.3% | +2,217.3% | +13,034.0% | +6,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling