+68.8%
BN vs TRU
-2.1%
+71.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -3.0% | -6.5% | +3.5% | -0.5% |
| 30D | -13.0% | -2.5% | -10.5% | -12.3% |
| 3M | -15.2% | +10.4% | -25.6% | -19.3% |
| 6M | -5.9% | +1.6% | -7.6% | -7.7% |
| YTD | -15.8% | -9.7% | -6.1% | -13.9% |
| 1Y | -12.2% | -17.3% | +5.1% | -7.5% |
| All | +68.8% | -2.1% | +71.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling