+6,869.6%
EFX vs BN
+15,531.3%
-8,661.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | +25.1% | +14.0% | +11.1% | +19.3% |
| 3M | +1.7% | -9.0% | +10.7% | +5.2% |
| 6M | +18.4% | -8.8% | +27.2% | +22.1% |
| YTD | -12.5% | -10.3% | -2.3% | -9.4% |
| 1Y | -8.1% | -5.8% | -2.3% | -6.5% |
| 3Y | +4.8% | +94.8% | -90.0% | -18.3% |
| 5Y | -30.1% | +31.5% | -61.6% | -38.1% |
| 10Y | +81.5% | +291.9% | -210.5% | +11.2% |
| All | +6,869.6% | +15,531.3% | -8,661.7% | +2,198.0% |
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