-8.3%
BN vs COMP
+16.3%
-24.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| 6M | -8.9% | +17.1% | -26.1% | -12.2% |
| YTD | -7.9% | -2.9% | -4.9% | -8.9% |
| 1Y | -8.3% | +8.8% | -17.1% | -10.6% |
| All | -8.3% | +16.3% | -24.6% | -10.6% |
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