-11.8%
BA vs FN
-33.3%
+21.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | +0.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -7.9% | -34.3% | +26.4% | -6.0% |
| 3M | -25.3% | -39.9% | +14.5% | -23.7% |
| 6M | -24.6% | -51.8% | +27.2% | -22.6% |
| YTD | -20.1% | -28.1% | +8.0% | -21.2% |
| 1Y | -11.8% | -29.1% | +17.3% | -13.8% |
| All | -11.8% | -33.3% | +21.6% | -13.8% |
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