+256.9%
BN vs EFV
+167.0%
+89.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -5.9% | -2.0% | -3.9% | -3.5% |
| 30D | -15.1% | -0.2% | -14.9% | -14.8% |
| 3M | -14.6% | +9.1% | -23.7% | -23.3% |
| 6M | -8.4% | +11.7% | -20.1% | -20.1% |
| YTD | -16.8% | +17.0% | -33.9% | -31.6% |
| 1Y | -14.4% | +26.7% | -41.1% | -36.1% |
| 3Y | +70.1% | +90.2% | -20.1% | -21.8% |
| 5Y | +33.5% | +96.1% | -62.6% | -40.0% |
| All | +256.9% | +167.0% | +89.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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