+532.2%
BE vs FN
+169.4%
+362.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -0.7% |
| 7D | +10.8% | +0.3% | +10.6% | +11.1% |
| 30D | -19.8% | -16.5% | -3.2% | -10.6% |
| 3M | -18.7% | -42.1% | +23.4% | +9.6% |
| 6M | -33.7% | -52.9% | +19.1% | -0.2% |
| YTD | +121.0% | -28.0% | +148.9% | +164.7% |
| 1Y | +85.4% | -18.5% | +103.9% | +112.5% |
| 3Y | +1,709.5% | +93.9% | +1,615.7% | +1,238.3% |
| All | +532.2% | +169.4% | +362.8% | +248.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling