+140.1%
BP vs FN
+763.2%
-623.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +1.6% |
| 7D | +2.5% | +20.8% | -18.3% | +0.5% |
| 30D | -5.6% | -17.3% | +11.7% | -4.4% |
| 3M | +8.0% | -38.1% | +46.2% | +12.1% |
| 6M | +5.7% | -44.2% | +49.9% | +9.8% |
| YTD | +36.8% | -22.3% | +59.1% | +34.3% |
| 1Y | +30.7% | -20.9% | +51.6% | +27.4% |
| 3Y | +51.6% | +111.1% | -59.5% | +20.9% |
| 5Y | +112.2% | +191.8% | -79.6% | +53.0% |
| All | +140.1% | +763.2% | -623.1% | +37.2% |
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