-12.7%
BA vs FN
-36.4%
+23.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.7% | -2.0% |
| 7D | -0.1% | -16.0% | +15.9% | +0.5% |
| 30D | -9.1% | -40.1% | +31.0% | -6.9% |
| 3M | -28.2% | -43.9% | +15.7% | -26.4% |
| 6M | -23.1% | -55.6% | +32.5% | -20.8% |
| YTD | -20.6% | -35.7% | +15.1% | -21.3% |
| 1Y | -12.7% | -39.8% | +27.1% | -14.0% |
| All | -12.7% | -36.4% | +23.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling