+7,328.4%
EW vs BN
+10,707.9%
-3,379.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +11.0% | +5.3% | +5.7% | +9.2% |
| 30D | +19.1% | +11.9% | +7.2% | +15.0% |
| 3M | +14.4% | -5.7% | +20.1% | +16.2% |
| 6M | +22.8% | -10.6% | +33.4% | +26.4% |
| YTD | +19.8% | -9.4% | +29.2% | +22.1% |
| 1Y | +23.9% | -8.8% | +32.7% | +25.9% |
| 3Y | +52.2% | +95.6% | -43.4% | +19.7% |
| 5Y | -13.9% | +30.2% | -44.1% | -24.4% |
| 10Y | +241.9% | +277.0% | -35.2% | +123.7% |
| All | +7,328.4% | +10,707.9% | -3,379.6% | +3,916.9% |
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