+130.2%
BP vs FN
+753.0%
-622.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -1.5% |
| 7D | -11.6% | 0.0% | -11.6% | -11.8% |
| 30D | 0.0% | -34.3% | +34.4% | +3.6% |
| 3M | +6.7% | -39.9% | +46.6% | +10.9% |
| 6M | +2.2% | -51.8% | +54.0% | +7.8% |
| YTD | +33.0% | -28.1% | +61.1% | +31.6% |
| 1Y | +30.7% | -29.1% | +59.8% | +29.0% |
| 3Y | +44.2% | +102.4% | -58.3% | +15.4% |
| 5Y | +105.1% | +171.7% | -66.5% | +49.3% |
| All | +130.2% | +753.0% | -622.8% | +35.7% |
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