+1,515.4%
BN vs EFV
+249.2%
+1,266.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -1.0% | +2.5% | -3.5% | -3.3% |
| 30D | +14.0% | +2.9% | +11.0% | +11.0% |
| 3M | -9.0% | -1.4% | -7.6% | -7.6% |
| 6M | -8.8% | +5.5% | -14.4% | -13.4% |
| YTD | -10.3% | +16.1% | -26.3% | -22.2% |
| 1Y | -5.8% | +20.3% | -26.1% | -21.2% |
| 3Y | +94.8% | +90.4% | +4.3% | +6.4% |
| 5Y | +31.5% | +93.5% | -62.0% | -27.8% |
| 10Y | +291.9% | +161.5% | +130.4% | +68.3% |
| All | +1,515.4% | +249.2% | +1,266.2% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling