-45.4%
TE vs BN
+33.2%
-78.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -1.0% |
| 7D | +15.0% | -3.0% | +18.0% | +18.4% |
| 30D | -7.5% | -13.0% | +5.5% | +6.3% |
| 3M | -42.0% | -15.2% | -26.7% | -31.5% |
| 6M | -31.4% | -5.9% | -25.5% | -27.7% |
| YTD | -26.5% | -15.8% | -10.7% | -13.8% |
| 1Y | +153.1% | -12.2% | +165.3% | +182.2% |
| 3Y | -20.7% | +72.2% | -92.9% | -51.0% |
| 5Y | -45.4% | +33.2% | -78.6% | -57.8% |
| All | -45.4% | +33.2% | -78.6% | -57.8% |
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