+14,796.1%
BN vs EL
+1,845.6%
+12,950.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +2.9% |
| 7D | +3.6% | +8.0% | -4.4% | +1.1% |
| 30D | +15.9% | +15.4% | +0.4% | +10.4% |
| 3M | -2.3% | +28.5% | -30.9% | -10.8% |
| 6M | -8.4% | +32.2% | -40.7% | -17.7% |
| YTD | -5.9% | +9.2% | -15.1% | -11.3% |
| 1Y | -5.6% | +30.8% | -36.4% | -16.4% |
| 3Y | +104.2% | +3.7% | +100.5% | +83.6% |
| 5Y | +35.5% | -64.8% | +100.3% | +71.6% |
| 10Y | +285.2% | +60.0% | +225.2% | +203.9% |
| All | +14,796.1% | +1,845.6% | +12,950.5% | +6,301.4% |
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 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