+397.1%
BN vs ESI
+224.6%
+172.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.2% |
| 7D | -2.5% | +3.3% | -5.8% | -3.5% |
| 30D | -9.5% | -5.9% | -3.6% | -7.8% |
| 3M | -10.4% | -14.1% | +3.7% | -7.0% |
| 6M | -6.4% | +6.6% | -12.9% | -10.6% |
| YTD | -11.9% | +45.0% | -56.9% | -24.6% |
| 1Y | -8.6% | +41.5% | -50.1% | -21.3% |
| 3Y | +77.6% | +78.8% | -1.2% | +40.7% |
| 5Y | +37.0% | +70.9% | -33.8% | +9.4% |
| 10Y | +266.4% | +317.1% | -50.7% | +125.0% |
| All | +397.1% | +224.6% | +172.5% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling