+675.5%
BE vs FN
+828.8%
-153.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.9% | +0.1% | +4.8% |
| 7D | -1.2% | +16.3% | -17.5% | -9.6% |
| 30D | -30.9% | -24.7% | -6.1% | -18.0% |
| 3M | -11.6% | -34.9% | +23.3% | +13.2% |
| 6M | -25.7% | -41.1% | +15.4% | +1.0% |
| YTD | +123.1% | -19.6% | +142.8% | +148.7% |
| 1Y | +43.4% | -18.5% | +61.9% | +62.1% |
| 3Y | +1,683.6% | +119.1% | +1,564.5% | +952.7% |
| 5Y | +465.4% | +206.9% | +258.5% | +146.5% |
| All | +675.5% | +828.8% | -153.3% | +84.6% |
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