+84.2%
BN vs COMP
-51.7%
+135.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -2.4% | +2.2% | -4.6% | -2.9% |
| 30D | +13.5% | +16.3% | -2.8% | +10.4% |
| 3M | -5.9% | -19.1% | +13.2% | -3.1% |
| 6M | -8.9% | +17.1% | -26.1% | -12.4% |
| YTD | -7.9% | -2.9% | -4.9% | -10.0% |
| 1Y | -8.3% | +8.8% | -17.1% | -12.2% |
| 3Y | +100.8% | +423.5% | -322.7% | +39.8% |
| 5Y | +38.2% | -10.5% | +48.7% | +13.0% |
| All | +84.2% | -51.7% | +135.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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