+98.0%
BN vs TRU
+57.8%
+40.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.7% |
| 30D | +13.6% | +20.2% | -6.6% | +4.7% |
| 3M | -6.7% | +2.2% | -8.9% | -8.2% |
| 6M | -9.0% | +17.6% | -26.6% | -16.8% |
| YTD | -8.8% | -5.0% | -3.8% | -9.0% |
| 1Y | -10.6% | -1.0% | -9.7% | -12.7% |
| All | +98.0% | +57.8% | +40.2% | +40.8% |
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