-4.6%
BA vs FN
+158.4%
-163.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | +1.2% | -1.7% | +2.8% | +1.3% |
| 30D | -11.6% | -22.0% | +10.4% | -9.6% |
| 3M | -2.4% | -43.0% | +40.6% | +3.0% |
| 6M | -6.6% | -27.7% | +21.1% | -5.7% |
| YTD | -2.2% | -10.5% | +8.3% | -5.0% |
| 1Y | -8.0% | +12.5% | -20.5% | -14.7% |
| All | -4.6% | +158.4% | -163.0% | -23.6% |
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 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