+54.2%
BN vs FGI
-70.0%
+124.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.8% |
| 7D | +3.6% | -1.4% | +5.0% | +3.7% |
| 30D | +15.9% | -3.2% | +19.1% | +15.9% |
| 3M | -2.3% | +64.1% | -66.5% | -4.8% |
| 6M | -8.4% | +17.2% | -25.6% | -10.2% |
| YTD | -5.9% | +31.6% | -37.5% | -9.2% |
| 1Y | -5.6% | +45.1% | -50.7% | -9.5% |
| 3Y | +104.2% | -2.0% | +106.2% | +94.2% |
| All | +54.2% | -70.0% | +124.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling