+174.8%
EXE vs BN
+81.0%
+93.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | -0.4% | -13.0% | +12.6% | +3.7% |
| 3M | +9.5% | -15.2% | +24.7% | +14.7% |
| 6M | -9.3% | -5.9% | -3.4% | -8.8% |
| YTD | -10.9% | -15.8% | +4.9% | -7.8% |
| 1Y | +4.3% | -12.2% | +16.5% | +5.9% |
| 3Y | +18.8% | +72.2% | -53.4% | -9.2% |
| 5Y | +101.4% | +33.2% | +68.2% | +65.2% |
| All | +174.8% | +81.0% | +93.9% | +118.3% |
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