+14,390.6%
BN vs NTRS
+7,716.8%
+6,673.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -15.1% | +0.2% | -15.2% | -15.1% |
| 3M | -14.6% | +13.2% | -27.8% | -18.6% |
| 6M | -8.4% | +36.9% | -45.4% | -19.0% |
| YTD | -16.8% | +39.1% | -55.9% | -26.8% |
| 1Y | -14.4% | +50.4% | -64.8% | -26.9% |
| 3Y | +70.1% | +166.8% | -96.7% | +17.4% |
| 5Y | +33.5% | +92.9% | -59.3% | +2.9% |
| 10Y | +260.2% | +255.7% | +4.6% | +123.0% |
| All | +14,390.6% | +7,716.8% | +6,673.8% | +4,097.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling