+44.7%
BP vs FN
+80.0%
-35.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | -1.8% |
| 7D | -11.2% | -16.0% | +4.8% | -11.1% |
| 30D | -0.7% | -40.1% | +39.4% | -0.2% |
| 3M | +9.8% | -43.9% | +53.7% | +10.4% |
| 6M | -1.6% | -55.6% | +54.1% | -0.4% |
| YTD | +33.5% | -35.7% | +69.1% | +32.8% |
| 1Y | +31.7% | -39.8% | +71.6% | +31.2% |
| All | +44.7% | +80.0% | -35.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling