+87.4%
BAC vs FN
+101.0%
-13.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.3% | -1.8% |
| 7D | -1.2% | 0.0% | -1.1% | -1.4% |
| 30D | -7.7% | -34.3% | +26.6% | -4.4% |
| 3M | -21.2% | -39.9% | +18.7% | -18.1% |
| 6M | -6.8% | -51.8% | +45.0% | -1.9% |
| YTD | -8.7% | -28.1% | +19.4% | -9.8% |
| 1Y | -5.3% | -29.1% | +23.8% | -6.6% |
| 3Y | +87.4% | +102.4% | -15.0% | +41.4% |
| All | +87.4% | +101.0% | -13.6% | +41.4% |
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