+82.0%
BN vs FGI
-4.4%
+86.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -9.5% | +65.4% | -74.9% | -11.0% |
| 3M | -10.4% | +23.5% | -33.9% | -11.5% |
| 6M | -6.4% | +60.5% | -66.9% | -8.8% |
| YTD | -11.9% | +30.0% | -41.9% | -13.9% |
| 1Y | -8.6% | +82.1% | -90.7% | -11.5% |
| All | +82.0% | -4.4% | +86.4% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling