+52.1%
BN vs FGI
-70.0%
+122.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -4.1% | +8.4% | +4.4% |
| 30D | +14.3% | -3.4% | +17.6% | +14.3% |
| 3M | -4.1% | +61.8% | -65.9% | -6.4% |
| 6M | -9.7% | +17.0% | -26.7% | -11.4% |
| YTD | -7.1% | +31.4% | -38.6% | -10.4% |
| 1Y | -7.4% | +42.7% | -50.1% | -11.2% |
| 3Y | +102.3% | -0.1% | +102.5% | +92.1% |
| All | +52.1% | -70.0% | +122.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling