-4.7%
BN vs ES
-1.6%
-3.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.8% |
| 7D | +12.0% | +5.3% | +6.7% | +11.4% |
| 30D | +17.0% | +8.9% | +8.1% | +16.0% |
| 3M | -3.2% | -1.9% | -1.3% | -3.4% |
| 6M | -3.9% | +3.9% | -7.7% | -4.4% |
| YTD | -5.6% | +8.3% | -13.9% | -6.5% |
| 1Y | -4.7% | -0.1% | -4.6% | -5.6% |
| All | -4.7% | -1.6% | -3.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling