+290.1%
ETR vs BN
+265.2%
+24.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -5.2% | +3.4% | -0.1% |
| 30D | -1.8% | -14.5% | +12.7% | +3.3% |
| 3M | -3.6% | -15.0% | +11.4% | +1.5% |
| 6M | +2.6% | -5.4% | +8.0% | +3.7% |
| YTD | +16.0% | -16.4% | +32.5% | +21.7% |
| 1Y | +20.1% | -16.2% | +36.4% | +25.5% |
| 3Y | +143.6% | +67.5% | +76.1% | +91.6% |
| 5Y | +124.4% | +34.1% | +90.2% | +85.7% |
| All | +290.1% | +265.2% | +24.9% | +120.7% |
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