+153.4%
EXE vs BN
+92.8%
+60.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +5.3% | -1.0% | +6.3% | +5.6% |
| 30D | -2.2% | +14.0% | -16.2% | -6.1% |
| 3M | -5.9% | -9.0% | +3.1% | -3.6% |
| 6M | -5.7% | -8.8% | +3.1% | -3.8% |
| YTD | -17.8% | -10.3% | -7.6% | -16.8% |
| 1Y | -23.1% | -5.8% | -17.3% | -23.5% |
| 3Y | +21.2% | +94.8% | -73.6% | -11.2% |
| 5Y | +78.8% | +31.5% | +47.3% | +45.4% |
| All | +153.4% | +92.8% | +60.6% | +97.0% |
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 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