+256.9%
BN vs TRU
+238.0%
+18.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.7% | +2.6% |
| 7D | -2.5% | -6.8% | +4.3% | +0.7% |
| 30D | -9.5% | 0.0% | -9.5% | -9.7% |
| 3M | -10.4% | +13.3% | -23.7% | -16.6% |
| 6M | -6.4% | +3.4% | -9.8% | -9.4% |
| YTD | -11.9% | -6.4% | -5.5% | -11.4% |
| 1Y | -8.6% | -9.7% | +1.1% | -7.5% |
| 3Y | +77.6% | +0.1% | +77.4% | +62.7% |
| 5Y | +37.0% | -34.0% | +71.1% | +50.6% |
| 10Y | +266.4% | +147.9% | +118.5% | +130.7% |
| All | +256.9% | +238.0% | +18.9% | +99.9% |
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