+38.3%
BN vs FDS
-17.4%
+55.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.0% |
| 7D | -2.5% | -1.9% | -0.6% | -1.8% |
| 30D | -9.5% | +9.0% | -18.5% | -12.6% |
| 3M | -10.4% | +18.9% | -29.2% | -17.1% |
| 6M | -6.4% | +35.1% | -41.5% | -19.5% |
| YTD | -11.9% | +5.5% | -17.4% | -14.5% |
| 1Y | -8.6% | -16.8% | +8.2% | +0.9% |
| 3Y | +77.6% | -28.1% | +105.6% | +113.3% |
| All | +38.3% | -17.4% | +55.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling