+35.8%
BN vs EL
-67.4%
+103.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.9% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -10.9% | +15.5% | -26.4% | -15.4% |
| 3M | -11.1% | +20.6% | -31.6% | -16.9% |
| 6M | -4.4% | +10.5% | -14.8% | -9.0% |
| YTD | -14.1% | -1.9% | -12.3% | -15.8% |
| 1Y | -11.1% | +16.1% | -27.1% | -18.3% |
| 3Y | +75.6% | -30.2% | +105.8% | +81.5% |
| 5Y | +35.8% | -67.4% | +103.2% | +108.1% |
| All | +35.8% | -67.4% | +103.2% | +108.1% |
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