+13,848.4%
BN vs EL
+1,685.7%
+12,162.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -9.5% | +19.8% | -29.3% | -15.2% |
| 3M | -10.4% | +25.7% | -36.1% | -17.5% |
| 6M | -6.4% | +5.4% | -11.8% | -9.6% |
| YTD | -11.9% | +0.2% | -12.1% | -14.4% |
| 1Y | -8.6% | +20.4% | -29.1% | -16.9% |
| 3Y | +77.6% | -32.1% | +109.7% | +82.6% |
| 5Y | +37.0% | -67.2% | +104.2% | +77.9% |
| 10Y | +266.4% | +31.7% | +234.6% | +207.4% |
| All | +13,848.4% | +1,685.7% | +12,162.6% | +6,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling