+142.2%
BP vs FN
+700.1%
-558.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +1.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | -5.3% | -16.5% | +11.2% | -4.2% |
| 3M | +9.3% | -42.1% | +51.4% | +14.0% |
| 6M | +7.2% | -52.9% | +60.1% | +13.5% |
| YTD | +38.0% | -28.0% | +66.0% | +36.4% |
| 1Y | +33.2% | -18.5% | +51.7% | +29.0% |
| 3Y | +50.3% | +93.9% | -43.6% | +20.9% |
| 5Y | +114.1% | +170.5% | -56.4% | +55.4% |
| All | +142.2% | +700.1% | -558.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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