+12,452.0%
BN vs FDS
+10,290.2%
+2,161.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +3.6% | -5.0% | +8.6% | +5.1% |
| 30D | +15.9% | +13.8% | +2.1% | +11.7% |
| 3M | -2.3% | +14.8% | -17.2% | -6.5% |
| 6M | -8.4% | +47.4% | -55.8% | -19.5% |
| YTD | -5.9% | +14.2% | -20.0% | -11.9% |
| 1Y | -5.6% | +26.6% | -32.2% | -14.5% |
| 3Y | +104.2% | -24.4% | +128.7% | +113.8% |
| 5Y | +35.5% | -22.6% | +58.1% | +41.1% |
| 10Y | +285.2% | +130.0% | +155.2% | +203.7% |
| All | +12,452.0% | +10,290.2% | +2,161.8% | +5,552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling