+1,486.5%
BN vs EFV
+258.8%
+1,227.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | -2.5% | +1.5% | -4.0% | -3.8% |
| 30D | -9.5% | +1.7% | -11.2% | -11.0% |
| 3M | -10.4% | +8.6% | -19.0% | -17.4% |
| 6M | -6.4% | +11.7% | -18.0% | -15.8% |
| YTD | -11.9% | +19.3% | -31.1% | -25.7% |
| 1Y | -8.6% | +30.2% | -38.8% | -29.2% |
| 3Y | +77.6% | +91.6% | -14.0% | -3.4% |
| 5Y | +37.0% | +96.4% | -59.4% | -25.8% |
| 10Y | +266.4% | +166.5% | +99.9% | +54.2% |
| All | +1,486.5% | +258.8% | +1,227.7% | +423.3% |
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