+6,459.5%
EFX vs BN
+15,251.3%
-8,791.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -8.6% | -2.5% | -6.2% | -7.8% |
| 30D | +0.1% | -9.5% | +9.6% | +3.8% |
| 3M | +3.8% | -10.4% | +14.2% | +8.0% |
| 6M | -13.5% | -6.4% | -7.2% | -11.7% |
| YTD | -17.7% | -11.9% | -5.8% | -14.2% |
| 1Y | -25.6% | -8.6% | -17.0% | -23.7% |
| 3Y | -12.1% | +77.6% | -89.6% | -29.3% |
| 5Y | -33.8% | +37.0% | -70.8% | -42.1% |
| 10Y | +45.1% | +266.4% | -221.2% | -9.1% |
| All | +6,459.5% | +15,251.3% | -8,791.8% | +2,077.0% |
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