+4,316.7%
ETR vs BN
+15,251.3%
-10,934.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.4% | -2.5% | +3.9% | +2.0% |
| 30D | +1.0% | -9.5% | +10.5% | +3.2% |
| 3M | -1.3% | -10.4% | +9.1% | +1.1% |
| 6M | +1.9% | -6.4% | +8.2% | +2.9% |
| YTD | +18.2% | -11.9% | +30.0% | +20.7% |
| 1Y | +24.7% | -8.6% | +33.3% | +26.1% |
| 3Y | +150.7% | +77.6% | +73.1% | +114.6% |
| 5Y | +127.0% | +37.0% | +90.0% | +102.3% |
| 10Y | +295.5% | +266.4% | +29.1% | +184.1% |
| All | +4,316.7% | +15,251.3% | -10,934.6% | +2,182.8% |
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