+264.7%
BN vs FDS
+72.8%
+191.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.4% |
| 7D | -3.0% | -8.8% | +5.8% | +1.1% |
| 30D | -13.0% | -1.4% | -11.6% | -12.7% |
| 3M | -15.2% | +13.9% | -29.1% | -21.6% |
| 6M | -5.9% | +27.4% | -33.3% | -19.5% |
| YTD | -15.8% | -2.5% | -13.3% | -17.8% |
| 1Y | -12.2% | -23.8% | +11.6% | -3.1% |
| 3Y | +72.2% | -32.5% | +104.7% | +102.6% |
| 5Y | +33.2% | -23.2% | +56.4% | +44.6% |
| 10Y | +264.7% | +76.4% | +188.3% | +173.6% |
| All | +264.7% | +72.8% | +191.8% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling