-7.4%
BN vs FFIV
+28.6%
-36.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +4.3% | -4.2% | +8.5% | +4.8% |
| 30D | +14.3% | -33.9% | +48.2% | +20.4% |
| 3M | -4.1% | -22.6% | +18.5% | -2.3% |
| 6M | -9.7% | -10.4% | +0.7% | -11.7% |
| YTD | -7.1% | +24.3% | -31.5% | -19.1% |
| 1Y | -7.4% | +31.8% | -39.2% | -21.4% |
| All | -7.4% | +28.6% | -36.1% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling