-8.6%
BN vs NTR
+43.1%
-51.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | -2.5% | +8.1% | -10.6% | -2.0% |
| 30D | -9.5% | +18.8% | -28.3% | -8.6% |
| 3M | -10.4% | +16.2% | -26.6% | -9.7% |
| 6M | -6.4% | +9.8% | -16.1% | -6.6% |
| YTD | -11.9% | +30.9% | -42.7% | -13.9% |
| 1Y | -8.6% | +41.8% | -50.4% | -11.4% |
| All | -8.6% | +43.1% | -51.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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