+15,251.3%
BN vs ES
+1,243.3%
+14,008.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 6M | -6.4% | -3.5% | -2.8% | -5.6% |
| YTD | -11.9% | +7.9% | -19.8% | -14.6% |
| 1Y | -8.6% | +17.2% | -25.8% | -14.4% |
| 3Y | +77.6% | +29.3% | +48.2% | +58.9% |
| 5Y | +37.0% | -5.7% | +42.8% | +35.4% |
| 10Y | +266.4% | +85.2% | +181.2% | +194.4% |
| All | +15,251.3% | +1,243.3% | +14,008.1% | +8,330.2% |
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 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