+30.3%
BN vs FFIV
+39.5%
-9.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +5.3% | -8.1% | +13.5% | +9.0% |
| 30D | +11.9% | -33.4% | +45.3% | +31.0% |
| 3M | -5.7% | -24.7% | +19.0% | +3.3% |
| 6M | -10.6% | -8.8% | -1.8% | -12.1% |
| YTD | -9.4% | +21.8% | -31.1% | -25.1% |
| 1Y | -8.8% | +25.3% | -34.1% | -26.0% |
| 3Y | +95.6% | +101.2% | -5.5% | +16.2% |
| All | +30.3% | +39.5% | -9.1% | -10.7% |
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