+290.2%
BN vs ESI
+318.1%
-27.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -1.0% | +5.5% | -6.5% | -3.3% |
| 30D | +14.0% | -7.8% | +21.7% | +17.0% |
| 3M | -9.0% | -15.0% | +6.0% | -3.7% |
| 6M | -8.8% | -24.9% | +16.1% | +0.1% |
| YTD | -10.3% | +33.2% | -43.5% | -26.7% |
| 1Y | -5.8% | +24.9% | -30.7% | -20.8% |
| 3Y | +94.8% | +77.8% | +17.0% | +36.0% |
| 5Y | +31.5% | +37.1% | -5.7% | +1.3% |
| All | +290.2% | +318.1% | -27.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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