-16.2%
BN vs BG
+53.0%
-69.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.3% |
| 7D | -5.2% | +3.1% | -8.3% | -5.0% |
| 30D | -14.5% | +10.2% | -24.7% | -14.1% |
| 3M | -15.0% | -1.7% | -13.3% | -14.9% |
| 6M | -5.4% | +1.0% | -6.4% | -5.4% |
| YTD | -16.4% | +39.9% | -56.3% | -17.3% |
| 1Y | -16.2% | +53.2% | -69.5% | -17.0% |
| All | -16.2% | +53.0% | -69.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling