+104.2%
BN vs COMP
+431.5%
-327.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.8% | +2.8% |
| 7D | +3.6% | +14.5% | -10.9% | +1.1% |
| 30D | +15.9% | +14.9% | +0.9% | +12.8% |
| 3M | -2.3% | -14.2% | +11.9% | -0.3% |
| 6M | -8.4% | +23.7% | -32.2% | -12.8% |
| YTD | -5.9% | +2.1% | -8.0% | -8.8% |
| 1Y | -5.6% | +26.2% | -31.8% | -12.1% |
| 3Y | +104.2% | +470.9% | -366.7% | +31.8% |
| All | +104.2% | +431.5% | -327.3% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling