-5.8%
BN vs TRU
+0.8%
-6.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +14.0% | +21.3% | -7.3% | +7.5% |
| 3M | -9.0% | +0.2% | -9.2% | -9.3% |
| 6M | -8.8% | +22.4% | -31.2% | -15.5% |
| YTD | -10.3% | -4.8% | -5.4% | -10.9% |
| 1Y | -5.8% | -0.2% | -5.6% | -8.3% |
| All | -5.8% | +0.8% | -6.6% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling