+95.6%
BN vs FGI
+1.5%
+94.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +5.3% | -7.0% | +12.3% | +5.4% |
| 30D | +11.9% | -4.2% | +16.1% | +11.9% |
| 3M | -5.7% | +55.6% | -61.3% | -7.3% |
| 6M | -10.6% | -3.2% | -7.5% | -11.6% |
| YTD | -9.4% | +29.1% | -38.5% | -11.5% |
| 1Y | -8.8% | +51.0% | -59.8% | -11.1% |
| 3Y | +95.6% | +1.5% | +94.1% | +95.0% |
| All | +95.6% | +1.5% | +94.1% | +95.0% |
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