+26.3%
BP vs FN
-24.2%
+50.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.7% | -0.1% |
| 7D | -6.3% | -4.1% | -2.2% | -6.4% |
| 30D | -3.6% | -28.3% | +24.7% | -4.3% |
| 3M | +5.2% | -33.9% | +39.1% | +4.6% |
| 6M | +5.3% | -43.9% | +49.2% | +5.3% |
| YTD | +33.1% | -23.4% | +56.6% | +32.0% |
| 1Y | +26.3% | -25.4% | +51.7% | +25.8% |
| All | +26.3% | -24.2% | +50.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling