+32.4%
BN vs NTR
+45.7%
-13.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -14.5% | +16.8% | -31.3% | -18.0% |
| 3M | -15.0% | +20.7% | -35.7% | -19.4% |
| 6M | -5.4% | +0.5% | -5.9% | -6.5% |
| YTD | -16.4% | +29.2% | -45.6% | -24.0% |
| 1Y | -16.2% | +39.6% | -55.8% | -26.0% |
| 3Y | +67.5% | +37.9% | +29.7% | +45.5% |
| All | +32.4% | +45.7% | -13.3% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling