+226.2%
BA vs FN
+3,020.0%
-2,793.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +3.2% |
| 7D | +5.9% | -7.0% | +12.9% | +6.8% |
| 30D | -8.2% | -24.7% | +16.6% | -4.4% |
| 3M | -25.4% | -35.7% | +10.3% | -20.8% |
| 6M | -20.0% | -52.4% | +32.4% | -12.0% |
| YTD | -18.5% | -25.0% | +6.5% | -19.3% |
| 1Y | -10.6% | -25.7% | +15.0% | -12.0% |
| 3Y | -9.3% | +110.2% | -119.5% | -31.4% |
| 5Y | -16.9% | +192.3% | -209.3% | -42.9% |
| 10Y | +37.9% | +812.3% | -774.4% | -23.6% |
| All | +226.2% | +3,020.0% | -2,793.8% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling