+64.8%
BE vs FN
-19.6%
+84.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.9% | +7.1% | +8.4% |
| 7D | +4.5% | +8.0% | -3.5% | -1.0% |
| 30D | -20.1% | -19.1% | -1.0% | -6.3% |
| 3M | -0.8% | -29.8% | +29.0% | +27.3% |
| 6M | -26.2% | -43.2% | +17.0% | +9.0% |
| YTD | +141.1% | -18.9% | +160.0% | +149.3% |
| 1Y | +64.8% | -17.9% | +82.7% | +66.1% |
| All | +64.8% | -19.6% | +84.4% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling