+16,073.1%
BN vs ES
+1,231.7%
+14,841.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +4.3% | +0.9% | +3.5% | +4.0% |
| 30D | +14.3% | +5.9% | +8.4% | +12.1% |
| 3M | -4.1% | -1.0% | -3.1% | -3.9% |
| 6M | -9.7% | +7.2% | -16.8% | -11.9% |
| YTD | -7.1% | +7.0% | -14.1% | -9.8% |
| 1Y | -7.4% | +0.5% | -7.9% | -8.6% |
| 3Y | +102.3% | +48.7% | +53.7% | +72.9% |
| 5Y | +35.9% | +1.9% | +34.0% | +31.1% |
| 10Y | +289.2% | +89.2% | +200.0% | +210.8% |
| All | +16,073.1% | +1,231.7% | +14,841.3% | +8,800.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling