+261.6%
BN vs FFIV
+224.0%
+37.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -1.2% | -1.5% | +0.4% | -0.5% |
| 30D | -10.9% | -2.7% | -8.3% | -10.0% |
| 3M | -11.1% | -1.7% | -9.4% | -11.1% |
| 6M | -4.4% | +36.1% | -40.5% | -18.8% |
| YTD | -14.1% | +52.6% | -66.8% | -31.5% |
| 1Y | -11.1% | +21.5% | -32.6% | -21.3% |
| 3Y | +75.6% | +142.7% | -67.1% | +9.9% |
| 5Y | +35.8% | +92.6% | -56.8% | -7.6% |
| 10Y | +261.6% | +225.5% | +36.1% | +89.5% |
| All | +261.6% | +224.0% | +37.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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