+14,137.6%
ECL vs BN
+15,947.2%
-1,809.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | +8.3% | +13.5% | -5.2% | +3.7% |
| 3M | +8.4% | -5.9% | +14.4% | +10.5% |
| 6M | +23.3% | -8.9% | +32.2% | +26.7% |
| YTD | +18.2% | -7.9% | +26.1% | +20.4% |
| 1Y | +18.8% | -8.3% | +27.1% | +21.0% |
| 3Y | +78.5% | +100.8% | -22.3% | +35.8% |
| 5Y | +40.1% | +38.2% | +1.9% | +19.4% |
| 10Y | +196.5% | +302.3% | -105.9% | +79.9% |
| All | +14,137.6% | +15,947.2% | -1,809.6% | +4,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling