+34.0%
BN vs FFIV
+35.3%
-1.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.5% |
| 7D | -1.0% | -0.5% | -0.4% | -0.7% |
| 30D | +14.0% | -32.4% | +46.4% | +32.5% |
| 3M | -9.0% | -25.7% | +16.7% | +0.5% |
| 6M | -8.8% | -13.5% | +4.7% | -7.8% |
| YTD | -10.3% | +21.1% | -31.4% | -25.6% |
| 1Y | -5.8% | +29.4% | -35.2% | -25.0% |
| 3Y | +94.8% | +94.9% | -0.1% | +17.9% |
| All | +34.0% | +35.3% | -1.3% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling