-14.5%
BE vs FN
-34.6%
+20.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -2.0% |
| 7D | -12.1% | -7.0% | -5.1% | -7.4% |
| 30D | -30.1% | -24.7% | -5.4% | -15.3% |
| All | -14.5% | -34.6% | +20.1% | +9.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling