+122.1%
BP vs FN
+900.0%
-777.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | +7.6% | -22.0% | +29.6% | +9.9% |
| 3M | +0.7% | -43.0% | +43.7% | +5.9% |
| 6M | +15.5% | -27.7% | +43.2% | +16.6% |
| YTD | +30.8% | -10.5% | +41.3% | +27.7% |
| 1Y | +34.3% | +12.5% | +21.8% | +26.3% |
| 3Y | +35.1% | +153.8% | -118.7% | +6.1% |
| 5Y | +126.8% | +288.0% | -161.2% | +57.2% |
| All | +122.1% | +900.0% | -777.9% | +25.3% |
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