+396.6%
BAC vs FN
+900.0%
-503.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | -0.4% | -22.0% | +21.6% | +3.4% |
| 3M | +16.9% | -43.0% | +59.9% | +27.2% |
| 6M | +26.6% | -27.7% | +54.4% | +28.9% |
| YTD | +15.8% | -10.5% | +26.3% | +11.4% |
| 1Y | +27.2% | +12.5% | +14.7% | +15.0% |
| 3Y | +132.4% | +153.8% | -21.4% | +60.6% |
| 5Y | +72.6% | +288.0% | -215.4% | +0.8% |
| All | +396.6% | +900.0% | -503.4% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling