-16.2%
BN vs NTR
+39.1%
-55.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -5.2% | -1.3% | -3.9% | -5.3% |
| 30D | -14.5% | +16.8% | -31.3% | -13.6% |
| 3M | -15.0% | +20.7% | -35.7% | -14.1% |
| 6M | -5.4% | +0.5% | -5.9% | -5.2% |
| YTD | -16.4% | +29.2% | -45.6% | -18.4% |
| 1Y | -16.2% | +39.6% | -55.8% | -18.7% |
| All | -16.2% | +39.1% | -55.3% | -18.7% |
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