+5,706.5%
BN vs BG
+954.5%
+4,752.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -1.0% | +2.6% | -3.6% | -1.8% |
| 30D | +14.0% | -6.7% | +20.6% | +16.3% |
| 3M | -9.0% | -9.3% | +0.2% | -6.9% |
| 6M | -8.8% | -18.3% | +9.5% | -4.2% |
| YTD | -10.3% | +16.2% | -26.4% | -16.5% |
| 1Y | -5.8% | +7.6% | -13.4% | -10.2% |
| 3Y | +94.8% | +6.6% | +88.2% | +81.6% |
| 5Y | +31.5% | +22.2% | +9.3% | +14.8% |
| 10Y | +291.9% | +112.0% | +179.9% | +167.9% |
| All | +5,706.5% | +954.5% | +4,752.0% | +3,298.4% |
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