+67.5%
BN vs NTRS
+168.2%
-100.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.3% |
| 7D | -5.2% | +1.4% | -6.6% | -6.1% |
| 30D | -14.5% | -0.7% | -13.8% | -14.1% |
| 3M | -15.0% | +11.3% | -26.3% | -21.2% |
| 6M | -5.4% | +35.5% | -40.9% | -23.9% |
| YTD | -16.4% | +40.6% | -57.0% | -34.8% |
| 1Y | -16.2% | +49.2% | -65.5% | -37.4% |
| 3Y | +67.5% | +167.2% | -99.7% | -23.3% |
| All | +67.5% | +168.2% | -100.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling