+85.7%
BN vs COMP
-53.0%
+138.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.1% | -0.1% |
| 7D | +4.3% | +7.2% | -2.9% | +2.9% |
| 30D | +14.3% | +6.4% | +7.9% | +12.8% |
| 3M | -4.1% | -19.4% | +15.3% | -1.1% |
| 6M | -9.7% | +14.6% | -24.2% | -12.8% |
| YTD | -7.1% | -5.5% | -1.7% | -8.8% |
| 1Y | -7.4% | +13.7% | -21.1% | -12.1% |
| 3Y | +102.3% | +409.7% | -307.3% | +41.5% |
| 5Y | +35.9% | -17.0% | +53.0% | +12.3% |
| All | +85.7% | -53.0% | +138.7% | +58.9% |
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