+264.7%
BN vs FTV
+78.2%
+186.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.1% |
| 30D | -13.0% | -9.5% | -3.5% | -6.9% |
| 3M | -15.2% | -10.9% | -4.3% | -8.8% |
| 6M | -5.9% | -0.6% | -5.3% | -6.5% |
| YTD | -15.8% | +1.4% | -17.2% | -18.3% |
| 1Y | -12.2% | +17.6% | -29.8% | -23.6% |
| 3Y | +72.2% | -3.3% | +75.5% | +70.9% |
| 5Y | +33.2% | -0.1% | +33.3% | +27.9% |
| 10Y | +264.7% | +82.5% | +182.2% | +142.1% |
| All | +264.7% | +78.2% | +186.5% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling