+994.6%
BN vs ET
+1,435.0%
-440.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -9.5% | +7.5% | -17.0% | -11.6% |
| 3M | -10.4% | +11.4% | -21.8% | -13.5% |
| 6M | -6.4% | +18.5% | -24.9% | -11.6% |
| YTD | -11.9% | +37.4% | -49.2% | -20.7% |
| 1Y | -8.6% | +30.9% | -39.5% | -16.7% |
| 3Y | +77.6% | +98.7% | -21.2% | +42.9% |
| 5Y | +37.0% | +230.7% | -193.7% | -5.9% |
| 10Y | +266.4% | +175.6% | +90.8% | +141.4% |
| All | +994.6% | +1,435.0% | -440.4% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling