+30.3%
BN vs EL
-66.1%
+96.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | +5.3% | +0.8% | +4.6% | +5.0% |
| 30D | +11.9% | +16.5% | -4.6% | +6.4% |
| 3M | -5.7% | +29.2% | -34.9% | -13.9% |
| 6M | -10.6% | +27.9% | -38.5% | -18.6% |
| YTD | -9.4% | +6.2% | -15.6% | -13.6% |
| 1Y | -8.8% | +27.2% | -35.9% | -18.5% |
| 3Y | +95.6% | +3.2% | +92.4% | +71.8% |
| All | +30.3% | -66.1% | +96.5% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling