+269.3%
BN vs TRU
+243.2%
+26.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.8% |
| 30D | +13.6% | +20.2% | -6.6% | +3.7% |
| 3M | -6.7% | +2.2% | -8.9% | -8.5% |
| 6M | -9.0% | +17.6% | -26.6% | -17.6% |
| YTD | -8.8% | -5.0% | -3.8% | -9.6% |
| 1Y | -10.6% | -1.0% | -9.7% | -13.3% |
| 3Y | +98.8% | +56.5% | +42.3% | +47.7% |
| 5Y | +33.6% | -26.2% | +59.8% | +38.3% |
| 10Y | +298.3% | +184.5% | +113.9% | +135.5% |
| All | +269.3% | +243.2% | +26.2% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling