+79.7%
EFX vs BN
+290.8%
-211.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +25.1% | +14.0% | +11.1% | +16.7% |
| 3M | +1.7% | -9.0% | +10.7% | +6.7% |
| 6M | +18.4% | -8.8% | +27.2% | +23.6% |
| YTD | -12.5% | -10.3% | -2.3% | -8.3% |
| 1Y | -8.1% | -5.8% | -2.3% | -6.2% |
| 3Y | +4.8% | +94.8% | -90.0% | -28.8% |
| 5Y | -30.1% | +31.5% | -61.6% | -43.4% |
| All | +79.7% | +290.8% | -211.1% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling