+76.2%
BN vs COMP
-47.7%
+123.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | +1.4% | -3.8% | -2.7% |
| 30D | -9.5% | -13.3% | +3.8% | -7.4% |
| 3M | -10.4% | +41.1% | -51.5% | -15.8% |
| 6M | -6.4% | +17.2% | -23.5% | -10.4% |
| YTD | -11.9% | +5.2% | -17.1% | -14.6% |
| 1Y | -8.6% | +18.9% | -27.5% | -13.9% |
| 3Y | +77.6% | +215.9% | -138.4% | +33.9% |
| 5Y | +37.0% | -31.2% | +68.2% | +15.8% |
| All | +76.2% | -47.7% | +123.9% | +48.8% |
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 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