+32.4%
BN vs ET
+241.8%
-209.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -14.5% | +2.9% | -17.3% | -15.8% |
| 3M | -15.0% | +16.8% | -31.8% | -21.8% |
| 6M | -5.4% | +18.9% | -24.3% | -14.3% |
| YTD | -16.4% | +37.7% | -54.1% | -30.5% |
| 1Y | -16.2% | +32.4% | -48.7% | -29.0% |
| 3Y | +67.5% | +99.5% | -32.0% | +15.1% |
| All | +32.4% | +241.8% | -209.3% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling