+178.5%
EXE vs BN
+89.4%
+89.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | +8.5% | -9.5% | +18.0% | +11.6% |
| 3M | +5.5% | -10.4% | +15.8% | +8.7% |
| 6M | -5.9% | -6.4% | +0.5% | -5.0% |
| YTD | -9.7% | -11.9% | +2.1% | -7.8% |
| 1Y | +3.6% | -8.6% | +12.2% | +4.0% |
| 3Y | +18.0% | +77.6% | -59.5% | -10.4% |
| 5Y | +109.4% | +37.0% | +72.4% | +70.0% |
| All | +178.5% | +89.4% | +89.1% | +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 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