+26.8%
BA vs FN
+850.1%
-823.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | -0.5% |
| 7D | -1.4% | +8.0% | -9.4% | -3.4% |
| 30D | -7.9% | -19.1% | +11.3% | -5.1% |
| 3M | -25.2% | -29.8% | +4.7% | -21.5% |
| 6M | -26.7% | -43.2% | +16.5% | -21.3% |
| YTD | -19.6% | -18.9% | -0.7% | -22.9% |
| 1Y | -10.6% | -17.9% | +7.3% | -15.2% |
| 3Y | -11.2% | +120.1% | -131.4% | -40.8% |
| 5Y | -20.4% | +206.7% | -227.1% | -54.5% |
| 10Y | +26.8% | +804.7% | -777.9% | -46.6% |
| All | +26.8% | +850.1% | -823.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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