+8,530.8%
BN vs FFIV
+7,518.9%
+1,011.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -9.5% | -5.1% | -4.4% | -9.0% |
| 3M | -10.4% | -4.5% | -5.9% | -10.0% |
| 6M | -6.4% | +36.5% | -42.8% | -9.8% |
| YTD | -11.9% | +53.0% | -64.8% | -16.3% |
| 1Y | -8.6% | +24.2% | -32.8% | -11.3% |
| 3Y | +77.6% | +137.2% | -59.7% | +60.9% |
| 5Y | +37.0% | +91.8% | -54.7% | +26.8% |
| 10Y | +266.4% | +215.2% | +51.2% | +222.5% |
| All | +8,530.8% | +7,518.9% | +1,011.8% | +6,845.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling