+258.5%
BN vs ET
+177.0%
+81.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -14.5% | +2.9% | -17.3% | -15.4% |
| 3M | -15.0% | +16.8% | -31.8% | -19.9% |
| 6M | -5.4% | +18.9% | -24.3% | -11.7% |
| YTD | -16.4% | +37.7% | -54.1% | -26.4% |
| 1Y | -16.2% | +32.4% | -48.7% | -25.2% |
| 3Y | +67.5% | +99.5% | -32.0% | +29.8% |
| 5Y | +34.1% | +244.0% | -209.8% | -13.7% |
| All | +258.5% | +177.0% | +81.5% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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