+67.5%
BN vs BTG
+94.8%
-27.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -5.2% | -3.8% | -1.4% | -4.6% |
| 30D | -14.5% | +3.6% | -18.1% | -15.1% |
| 3M | -15.0% | +32.0% | -47.0% | -19.4% |
| 6M | -5.4% | +3.4% | -8.8% | -7.1% |
| YTD | -16.4% | +20.8% | -37.2% | -20.8% |
| 1Y | -16.2% | +22.4% | -38.7% | -21.8% |
| 3Y | +67.5% | +91.7% | -24.2% | +36.1% |
| All | +67.5% | +94.8% | -27.3% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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