+37.8%
ECL vs BN
+29.3%
+8.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -0.8% | +5.3% | -6.1% | -2.7% |
| 30D | +8.1% | +11.9% | -3.8% | +3.5% |
| 3M | +6.4% | -5.7% | +12.1% | +8.6% |
| 6M | +14.8% | -10.6% | +25.4% | +19.2% |
| YTD | +15.5% | -9.4% | +24.8% | +18.6% |
| 1Y | +20.1% | -8.8% | +28.9% | +22.8% |
| 3Y | +77.8% | +95.6% | -17.9% | +23.7% |
| All | +37.8% | +29.3% | +8.4% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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