-36.6%
EFX vs BN
+33.2%
-69.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -0.9% |
| 7D | -9.4% | -3.0% | -6.4% | -7.7% |
| 30D | -6.9% | -13.0% | +6.1% | +1.1% |
| 3M | +0.1% | -15.2% | +15.4% | +10.2% |
| 6M | -17.3% | -5.9% | -11.4% | -15.0% |
| YTD | -21.8% | -15.8% | -6.1% | -14.4% |
| 1Y | -32.5% | -12.2% | -20.4% | -28.5% |
| 3Y | -12.3% | +72.2% | -84.5% | -41.5% |
| 5Y | -36.6% | +33.2% | -69.8% | -51.1% |
| All | -36.6% | +33.2% | -69.8% | -51.1% |
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