+267.9%
BN vs ES
+85.7%
+182.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.4% |
| 7D | +5.3% | +1.9% | +3.5% | +4.5% |
| 30D | +11.9% | +7.1% | +4.8% | +8.5% |
| 3M | -5.7% | -1.9% | -3.8% | -5.1% |
| 6M | -10.6% | +4.4% | -15.0% | -12.7% |
| YTD | -9.4% | +7.3% | -16.7% | -13.2% |
| 1Y | -8.8% | +2.1% | -10.9% | -11.3% |
| 3Y | +95.6% | +41.8% | +53.8% | +57.8% |
| 5Y | +30.2% | +1.4% | +28.7% | +23.2% |
| All | +267.9% | +85.7% | +182.2% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling