+144.5%
EXE vs BN
+102.2%
+42.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.5% |
| 7D | -3.9% | +3.6% | -7.6% | -5.0% |
| 30D | -2.6% | +15.9% | -18.4% | -6.9% |
| 3M | -6.9% | -2.3% | -4.5% | -6.5% |
| 6M | -9.3% | -8.4% | -0.9% | -7.5% |
| YTD | -20.7% | -5.9% | -14.9% | -20.8% |
| 1Y | -21.8% | -5.6% | -16.2% | -22.0% |
| 3Y | +16.2% | +104.2% | -88.0% | -15.9% |
| 5Y | +61.1% | +35.5% | +25.6% | +29.9% |
| All | +144.5% | +102.2% | +42.3% | +87.5% |
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