+35.8%
BN vs FTV
+4.3%
+31.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.0% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -10.9% | -8.3% | -2.6% | -5.2% |
| 3M | -11.1% | -7.4% | -3.7% | -6.6% |
| 6M | -4.4% | -1.2% | -3.2% | -4.8% |
| YTD | -14.1% | +2.7% | -16.8% | -18.0% |
| 1Y | -11.1% | +18.4% | -29.5% | -24.6% |
| 3Y | +75.6% | -2.0% | +77.6% | +71.0% |
| 5Y | +35.8% | +3.4% | +32.4% | +20.9% |
| All | +35.8% | +4.3% | +31.5% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling