+15,832.7%
BN vs ES
+1,275.7%
+14,557.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.8% |
| 7D | +5.7% | +5.9% | -0.2% | +3.8% |
| 30D | +12.0% | +10.2% | +1.8% | +8.4% |
| 3M | -6.1% | +0.4% | -6.5% | -6.3% |
| 6M | -8.6% | +6.9% | -15.5% | -10.8% |
| YTD | -8.5% | +10.5% | -19.0% | -12.1% |
| 1Y | -8.4% | +3.2% | -11.6% | -10.4% |
| 3Y | +92.3% | +49.0% | +43.2% | +64.1% |
| 5Y | +31.3% | +4.5% | +26.9% | +25.6% |
| 10Y | +280.5% | +92.3% | +188.2% | +202.0% |
| All | +15,832.7% | +1,275.7% | +14,557.0% | +8,576.6% |
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 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