-8.3%
BA vs FN
+109.9%
-118.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +2.7% |
| 7D | +5.9% | -7.0% | +12.9% | +6.5% |
| 30D | -8.2% | -24.7% | +16.6% | -5.7% |
| 3M | -25.4% | -35.7% | +10.3% | -22.4% |
| 6M | -20.0% | -52.4% | +32.4% | -14.8% |
| YTD | -18.5% | -25.0% | +6.5% | -19.7% |
| 1Y | -10.6% | -25.7% | +15.0% | -12.4% |
| All | -8.3% | +109.9% | -118.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling