+214.5%
BAC vs FN
+763.2%
-548.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | +1.5% | +20.8% | -19.3% | -2.1% |
| 30D | -6.4% | -17.3% | +10.9% | -4.1% |
| 3M | -21.7% | -38.1% | +16.5% | -16.2% |
| 6M | +0.5% | -44.2% | +44.7% | +7.5% |
| YTD | -6.7% | -22.3% | +15.6% | -9.2% |
| 1Y | -4.7% | -20.9% | +16.3% | -8.2% |
| 3Y | +96.1% | +111.1% | -15.0% | +38.6% |
| 5Y | +21.7% | +191.8% | -170.1% | -25.1% |
| All | +214.5% | +763.2% | -548.8% | +42.3% |
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