+82.9%
BN vs COMP
-56.6%
+139.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.1% | -1.7% |
| 7D | +5.7% | -1.8% | +7.5% | +6.0% |
| 30D | +12.0% | -0.8% | +12.7% | +11.9% |
| 3M | -6.1% | -28.1% | +22.1% | -1.2% |
| 6M | -8.6% | +27.0% | -35.6% | -13.6% |
| YTD | -8.5% | -12.8% | +4.2% | -8.9% |
| 1Y | -8.4% | +4.9% | -13.3% | -11.7% |
| 3Y | +92.3% | +321.0% | -228.7% | +38.9% |
| 5Y | +31.3% | -25.6% | +56.9% | +10.5% |
| All | +82.9% | -56.6% | +139.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling