+33.5%
BN vs TRU
-36.7%
+70.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.9% | -9.4% | +3.5% | -1.6% |
| 30D | -15.1% | -4.1% | -11.0% | -13.6% |
| 3M | -14.6% | +13.6% | -28.2% | -20.5% |
| 6M | -8.4% | +3.6% | -12.0% | -11.4% |
| YTD | -16.8% | -9.8% | -7.0% | -14.8% |
| 1Y | -14.4% | -13.6% | -0.7% | -11.2% |
| 3Y | +70.1% | -2.0% | +72.1% | +59.7% |
| 5Y | +33.5% | -35.8% | +69.3% | +53.5% |
| All | +33.5% | -36.7% | +70.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling