+701.6%
BE vs FN
+767.1%
-65.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -2.8% |
| 7D | -12.1% | -7.0% | -5.1% | -8.4% |
| 30D | -30.1% | -24.7% | -5.4% | -17.3% |
| 3M | -12.1% | -35.7% | +23.5% | +12.7% |
| 6M | -30.6% | -52.4% | +21.8% | +6.0% |
| YTD | +130.6% | -25.0% | +155.6% | +167.1% |
| 1Y | +55.3% | -25.7% | +81.0% | +84.8% |
| 3Y | +1,755.6% | +110.2% | +1,645.3% | +1,014.9% |
| 5Y | +564.5% | +192.3% | +372.1% | +196.9% |
| All | +701.6% | +767.1% | -65.5% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling