+258.5%
BN vs TRU
+147.2%
+111.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | 0.0% |
| 7D | -5.2% | -2.7% | -2.5% | -3.9% |
| 30D | -14.5% | -2.0% | -12.4% | -13.8% |
| 3M | -15.0% | +18.4% | -33.4% | -22.7% |
| 6M | -5.4% | +8.9% | -14.3% | -10.8% |
| YTD | -16.4% | -8.9% | -7.5% | -14.9% |
| 1Y | -16.2% | -15.9% | -0.4% | -12.0% |
| 3Y | +67.5% | -1.1% | +68.6% | +54.1% |
| 5Y | +34.1% | -35.2% | +69.3% | +49.4% |
| All | +258.5% | +147.2% | +111.3% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling