+911.5%
BE vs FN
+934.0%
-22.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.2% | +5.5% |
| 7D | +20.0% | -1.7% | +21.7% | +21.1% |
| 30D | +7.9% | -22.0% | +29.9% | +23.3% |
| 3M | -13.2% | -43.0% | +29.8% | +19.5% |
| 6M | +53.5% | -27.7% | +81.2% | +83.5% |
| YTD | +191.0% | -10.5% | +201.5% | +203.1% |
| 1Y | +360.5% | +12.5% | +348.0% | +337.2% |
| 3Y | +1,568.0% | +153.8% | +1,414.2% | +791.8% |
| 5Y | +1,055.2% | +288.0% | +767.2% | +326.7% |
| All | +911.5% | +934.0% | -22.5% | +125.0% |
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