+68.8%
BN vs EFV
+88.7%
-19.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.7% |
| 7D | -3.0% | -0.5% | -2.5% | -2.3% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -15.2% | +8.4% | -23.6% | -23.9% |
| 6M | -5.9% | +12.3% | -18.3% | -19.6% |
| YTD | -15.8% | +17.4% | -33.2% | -32.7% |
| 1Y | -12.2% | +27.1% | -39.3% | -37.3% |
| All | +68.8% | +88.7% | -19.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling