+181.9%
BN vs ESTC
+31.2%
+150.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.7% |
| 7D | -2.5% | -8.1% | +5.6% | -0.8% |
| 30D | -9.5% | +31.7% | -41.2% | -15.5% |
| 3M | -10.4% | +41.1% | -51.4% | -17.8% |
| 6M | -6.4% | +77.1% | -83.4% | -19.1% |
| YTD | -11.9% | +21.7% | -33.6% | -17.7% |
| 1Y | -8.6% | +8.4% | -17.0% | -13.2% |
| 3Y | +77.6% | +23.6% | +53.9% | +54.4% |
| 5Y | +37.0% | -46.5% | +83.5% | +32.8% |
| All | +181.9% | +31.2% | +150.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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