+27.2%
BAC vs FN
+17.1%
+10.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.1% |
| 30D | -0.4% | -22.0% | +21.6% | +0.3% |
| 3M | +16.9% | -43.0% | +59.9% | +19.1% |
| 6M | +26.6% | -27.7% | +54.4% | +26.1% |
| YTD | +15.8% | -10.5% | +26.3% | +13.3% |
| 1Y | +27.2% | +12.5% | +14.7% | +20.8% |
| All | +27.2% | +17.1% | +10.1% | +20.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling