+88.2%
BN vs COMP
-49.2%
+137.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.8% | +2.9% |
| 7D | +3.6% | +14.5% | -10.9% | +1.2% |
| 30D | +15.9% | +14.9% | +0.9% | +12.9% |
| 3M | -2.3% | -14.2% | +11.9% | -0.3% |
| 6M | -8.4% | +23.7% | -32.2% | -12.7% |
| YTD | -5.9% | +2.1% | -8.0% | -8.7% |
| 1Y | -5.6% | +26.2% | -31.8% | -11.8% |
| 3Y | +104.2% | +470.9% | -366.7% | +40.2% |
| 5Y | +35.5% | -14.0% | +49.5% | +11.1% |
| All | +88.2% | -49.2% | +137.4% | +59.0% |
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