+322.2%
BAC vs FN
+2,575.5%
-2,253.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.2% | +10.6% | -1.0% |
| 7D | -2.7% | -16.0% | +13.3% | 0.0% |
| 30D | -8.0% | -40.1% | +32.1% | +0.4% |
| 3M | -20.9% | -43.9% | +23.0% | -13.6% |
| 6M | -5.4% | -55.6% | +50.3% | +6.2% |
| YTD | -8.1% | -35.7% | +27.6% | -6.7% |
| 1Y | -3.1% | -39.8% | +36.7% | -0.9% |
| 3Y | +88.1% | +80.3% | +7.9% | +41.4% |
| 5Y | +19.7% | +143.3% | -123.6% | -19.2% |
| 10Y | +275.9% | +682.3% | -406.4% | +86.8% |
| All | +322.2% | +2,575.5% | -2,253.3% | +66.4% |
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 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