+103.6%
EXE vs BN
+35.3%
+68.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | +6.4% | -10.9% | +17.3% | +10.1% |
| 3M | +9.2% | -11.1% | +20.3% | +12.9% |
| 6M | -7.0% | -4.4% | -2.6% | -6.9% |
| YTD | -9.5% | -14.1% | +4.7% | -6.7% |
| 1Y | +6.2% | -11.1% | +17.3% | +7.5% |
| 3Y | +20.7% | +75.6% | -54.8% | -9.8% |
| 5Y | +103.6% | +35.8% | +67.8% | +66.2% |
| All | +103.6% | +35.3% | +68.3% | +66.2% |
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