+15,687.7%
BN vs ED
+2,460.7%
+13,227.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | +5.3% | +1.6% | +3.7% | +4.8% |
| 30D | +11.9% | +13.3% | -1.4% | +7.0% |
| 3M | -5.7% | +9.7% | -15.5% | -8.9% |
| 6M | -10.6% | +12.8% | -23.4% | -14.6% |
| YTD | -9.4% | +22.3% | -31.7% | -16.3% |
| 1Y | -8.8% | +26.3% | -35.1% | -16.9% |
| 3Y | +95.6% | +45.0% | +50.6% | +66.2% |
| 5Y | +30.2% | +80.2% | -50.0% | +1.4% |
| 10Y | +277.0% | +129.9% | +147.2% | +164.9% |
| All | +15,687.7% | +2,460.7% | +13,227.0% | +6,054.4% |
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 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