+66.8%
BN vs BG
+20.1%
+46.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -5.9% | +3.7% | -9.6% | -6.2% |
| 30D | -15.1% | +12.3% | -27.4% | -16.2% |
| 3M | -14.6% | -2.2% | -12.4% | -14.3% |
| 6M | -8.4% | +5.3% | -13.8% | -9.5% |
| YTD | -16.8% | +42.4% | -59.2% | -22.2% |
| 1Y | -14.4% | +55.2% | -69.6% | -21.5% |
| All | +66.8% | +20.1% | +46.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling