+38.3%
BN vs ES
-5.6%
+43.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -9.5% | -2.0% | -7.5% | -8.9% |
| 3M | -10.4% | +1.7% | -12.1% | -11.2% |
| 6M | -6.4% | -3.5% | -2.8% | -5.5% |
| YTD | -11.9% | +7.9% | -19.8% | -15.1% |
| 1Y | -8.6% | +17.2% | -25.8% | -16.1% |
| 3Y | +77.6% | +29.3% | +48.2% | +52.0% |
| All | +38.3% | -5.6% | +43.9% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling