+33.5%
BN vs BG
+88.4%
-54.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -5.9% | +3.7% | -9.6% | -6.7% |
| 30D | -15.1% | +12.3% | -27.4% | -17.5% |
| 3M | -14.6% | -2.2% | -12.4% | -14.4% |
| 6M | -8.4% | +5.3% | -13.8% | -10.4% |
| YTD | -16.8% | +42.4% | -59.2% | -25.4% |
| 1Y | -14.4% | +55.2% | -69.6% | -25.5% |
| 3Y | +70.1% | +21.0% | +49.1% | +57.5% |
| 5Y | +33.5% | +87.1% | -53.6% | +0.6% |
| All | +33.5% | +88.4% | -54.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling