+593.0%
BE vs FN
+730.3%
-137.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.7% | -8.2% | -3.6% |
| 7D | -14.7% | 0.0% | -14.7% | -14.7% |
| 30D | -40.5% | -34.3% | -6.2% | -23.5% |
| 3M | -24.3% | -39.9% | +15.5% | +1.4% |
| 6M | -39.3% | -51.8% | +12.5% | -7.2% |
| YTD | +99.4% | -28.1% | +127.5% | +137.3% |
| 1Y | +26.6% | -29.1% | +55.7% | +54.9% |
| 3Y | +1,616.9% | +102.4% | +1,514.5% | +956.5% |
| 5Y | +441.4% | +171.7% | +269.7% | +153.8% |
| All | +593.0% | +730.3% | -137.3% | +76.2% |
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