+179.5%
BN vs NTR
+103.6%
+75.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.2% |
| 7D | -1.2% | +3.8% | -5.0% | -2.7% |
| 30D | -10.9% | +25.2% | -36.2% | -18.8% |
| 3M | -11.1% | +21.0% | -32.1% | -18.2% |
| 6M | -4.4% | +7.6% | -12.0% | -9.1% |
| YTD | -14.1% | +32.9% | -47.0% | -26.1% |
| 1Y | -11.1% | +43.1% | -54.1% | -26.4% |
| 3Y | +75.6% | +41.6% | +34.0% | +42.3% |
| 5Y | +35.8% | +54.8% | -19.0% | -6.4% |
| All | +179.5% | +103.6% | +75.9% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling