+11,987.6%
BN vs FDS
+10,327.4%
+1,660.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.1% |
| 7D | +5.3% | -0.5% | +5.9% | +5.6% |
| 30D | +11.9% | +20.2% | -8.3% | +6.2% |
| 3M | -5.7% | +19.9% | -25.6% | -10.9% |
| 6M | -10.6% | +56.2% | -66.8% | -22.8% |
| YTD | -9.4% | +14.6% | -23.9% | -15.2% |
| 1Y | -8.8% | +31.6% | -40.4% | -18.3% |
| 3Y | +95.6% | -23.8% | +119.5% | +104.3% |
| 5Y | +30.2% | -22.6% | +52.7% | +35.5% |
| 10Y | +277.0% | +139.3% | +137.7% | +194.4% |
| All | +11,987.6% | +10,327.4% | +1,660.2% | +5,338.2% |
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