+277.5%
BN vs FTV
+90.8%
+186.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -2.5% | -4.5% | +2.0% | +0.6% |
| 30D | -9.5% | -7.1% | -2.4% | -5.0% |
| 3M | -10.4% | -7.2% | -3.2% | -6.3% |
| 6M | -6.4% | -1.5% | -4.9% | -6.3% |
| YTD | -11.9% | +3.5% | -15.3% | -15.6% |
| 1Y | -8.6% | +20.3% | -29.0% | -21.6% |
| 3Y | +77.6% | -3.1% | +80.7% | +76.1% |
| 5Y | +37.0% | +2.3% | +34.7% | +29.5% |
| 10Y | +266.4% | +76.3% | +190.1% | +143.9% |
| All | +277.5% | +90.8% | +186.7% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling