+26.6%
BE vs FN
-33.3%
+59.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.2% | -9.3% | -10.3% |
| 7D | -14.7% | 0.0% | -14.7% | -14.7% |
| 30D | -40.5% | -34.3% | -6.2% | -18.1% |
| 3M | -24.3% | -39.9% | +15.5% | +9.1% |
| 6M | -39.3% | -51.8% | +12.5% | +2.0% |
| YTD | +99.4% | -28.1% | +127.5% | +125.1% |
| 1Y | +26.6% | -29.1% | +55.7% | +43.6% |
| All | +26.6% | -33.3% | +59.9% | +43.6% |
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 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