+693.2%
BN vs BTG
+332.2%
+361.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.0% | -9.1% | +8.1% | -0.2% |
| 30D | +14.0% | -1.6% | +15.6% | +14.0% |
| 3M | -9.0% | -2.8% | -6.2% | -9.0% |
| 6M | -8.8% | -7.6% | -1.2% | -8.7% |
| YTD | -10.3% | +10.2% | -20.5% | -11.8% |
| 1Y | -5.8% | +21.3% | -27.1% | -8.2% |
| 3Y | +94.8% | +82.7% | +12.1% | +81.9% |
| 5Y | +31.5% | +30.8% | +0.7% | +24.7% |
| 10Y | +291.9% | +163.7% | +128.2% | +248.0% |
| All | +693.2% | +332.2% | +361.0% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling