+32.4%
BN vs DGX
+66.8%
-34.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -14.5% | -1.2% | -13.3% | -14.2% |
| 3M | -15.0% | +15.8% | -30.8% | -18.9% |
| 6M | -5.4% | +18.2% | -23.6% | -10.5% |
| YTD | -16.4% | +37.2% | -53.6% | -25.1% |
| 1Y | -16.2% | +30.4% | -46.6% | -23.8% |
| 3Y | +67.5% | +96.7% | -29.2% | +27.6% |
| All | +32.4% | +66.8% | -34.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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