-4.7%
BN vs NTR
+36.7%
-41.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +6.3% |
| 7D | +12.0% | +4.3% | +7.6% | +12.3% |
| 30D | +17.0% | +2.6% | +14.4% | +17.2% |
| 3M | -3.2% | +8.5% | -11.8% | -2.6% |
| 6M | -3.9% | -3.3% | -0.5% | -4.4% |
| YTD | -5.6% | +19.6% | -25.2% | -8.4% |
| 1Y | -4.7% | +37.6% | -42.4% | -12.5% |
| All | -4.7% | +36.7% | -41.4% | -12.5% |
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