+11,653.5%
BN vs FDS
+9,502.8%
+2,150.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.7% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | -9.5% | +9.0% | -18.5% | -11.8% |
| 3M | -10.4% | +18.9% | -29.2% | -15.5% |
| 6M | -6.4% | +35.1% | -41.5% | -15.8% |
| YTD | -11.9% | +5.5% | -17.4% | -15.3% |
| 1Y | -8.6% | -16.8% | +8.2% | -6.7% |
| 3Y | +77.6% | -28.1% | +105.6% | +89.3% |
| 5Y | +37.0% | -17.4% | +54.5% | +40.8% |
| 10Y | +266.4% | +85.4% | +180.9% | +205.5% |
| All | +11,653.5% | +9,502.8% | +2,150.6% | +5,331.7% |
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