-26.3%
EW vs BN
+37.9%
-64.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -2.5% | +2.1% | +0.5% |
| 30D | +1.0% | -9.5% | +10.5% | +4.6% |
| 3M | +2.8% | -10.4% | +13.2% | +6.7% |
| 6M | +5.5% | -6.4% | +11.8% | +7.4% |
| YTD | +5.5% | -11.9% | +17.3% | +9.0% |
| 1Y | +11.0% | -8.6% | +19.7% | +12.6% |
| 3Y | +17.7% | +77.6% | -59.9% | -14.5% |
| All | -26.3% | +37.9% | -64.2% | -38.4% |
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