-4.7%
BN vs FTV
+37.8%
-42.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +5.1% |
| 7D | +12.0% | +6.6% | +5.4% | +9.2% |
| 30D | +17.0% | +19.1% | -2.1% | +9.4% |
| 3M | -3.2% | +13.1% | -16.3% | -7.8% |
| 6M | -3.9% | +14.0% | -17.9% | -8.9% |
| YTD | -5.6% | +24.2% | -29.8% | -13.9% |
| 1Y | -4.7% | +36.4% | -41.1% | -18.0% |
| All | -4.7% | +37.8% | -42.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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