+256.9%
BN vs ESI
+310.7%
-53.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.8% |
| 7D | -5.9% | -2.3% | -3.5% | -5.0% |
| 30D | -15.1% | -9.0% | -6.0% | -11.7% |
| 3M | -14.6% | -13.3% | -1.3% | -10.8% |
| 6M | -8.4% | +5.3% | -13.7% | -14.0% |
| YTD | -16.8% | +37.6% | -54.4% | -31.7% |
| 1Y | -14.4% | +33.6% | -48.0% | -29.0% |
| 3Y | +70.1% | +75.8% | -5.7% | +22.4% |
| 5Y | +33.5% | +68.6% | -35.1% | -3.3% |
| All | +256.9% | +310.7% | -53.8% | +79.1% |
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