-8.8%
BN vs COMP
+16.2%
-24.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -2.7% |
| 7D | +5.3% | +13.4% | -8.1% | +3.1% |
| 30D | +11.9% | +11.1% | +0.8% | +9.6% |
| 3M | -5.7% | -18.8% | +13.1% | -3.2% |
| 6M | -10.6% | +10.5% | -21.1% | -13.0% |
| YTD | -9.4% | -3.4% | -6.0% | -10.4% |
| 1Y | -8.8% | +19.7% | -28.5% | -12.4% |
| All | -8.8% | +16.2% | -24.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling