+5,602.5%
BN vs BG
+1,131.5%
+4,471.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | -9.5% | +12.0% | -21.5% | -13.0% |
| 3M | -10.4% | -7.7% | -2.7% | -8.7% |
| 6M | -6.4% | +4.5% | -10.8% | -9.0% |
| YTD | -11.9% | +35.7% | -47.5% | -21.5% |
| 1Y | -8.6% | +50.1% | -58.7% | -21.9% |
| 3Y | +77.6% | +12.6% | +64.9% | +63.7% |
| 5Y | +37.0% | +75.4% | -38.4% | +6.7% |
| 10Y | +266.4% | +150.5% | +115.9% | +138.2% |
| All | +5,602.5% | +1,131.5% | +4,471.0% | +3,093.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling