+264.7%
BN vs EL
+28.8%
+235.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.8% |
| 7D | -3.0% | -2.4% | -0.6% | -2.1% |
| 30D | -13.0% | +13.7% | -26.7% | -17.8% |
| 3M | -15.2% | +14.5% | -29.7% | -20.3% |
| 6M | -5.9% | +7.4% | -13.3% | -10.5% |
| YTD | -15.8% | -4.7% | -11.1% | -17.1% |
| 1Y | -12.2% | +12.9% | -25.1% | -20.0% |
| 3Y | +72.2% | -32.2% | +104.4% | +79.5% |
| 5Y | +33.2% | -68.4% | +101.6% | +101.3% |
| 10Y | +264.7% | +28.3% | +236.4% | +214.5% |
| All | +264.7% | +28.8% | +235.8% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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