+34.0%
BN vs ET
+215.7%
-181.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.0% | +2.5% | -3.5% | -2.2% |
| 30D | +14.0% | -2.5% | +16.4% | +14.9% |
| 3M | -9.0% | -4.9% | -4.2% | -7.2% |
| 6M | -8.8% | -0.1% | -8.7% | -9.7% |
| YTD | -10.3% | +26.2% | -36.5% | -23.0% |
| 1Y | -5.8% | +25.2% | -31.0% | -18.9% |
| 3Y | +94.8% | +84.2% | +10.6% | +35.7% |
| All | +34.0% | +215.7% | -181.7% | -20.7% |
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