+105.9%
BP vs FN
+148.3%
-42.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | -1.5% |
| 7D | -11.2% | -16.0% | +4.8% | -10.8% |
| 30D | -0.7% | -40.1% | +39.4% | +0.8% |
| 3M | +9.8% | -43.9% | +53.7% | +11.5% |
| 6M | -1.6% | -55.6% | +54.1% | +0.8% |
| YTD | +33.5% | -35.7% | +69.1% | +33.1% |
| 1Y | +31.7% | -39.8% | +71.6% | +31.6% |
| 3Y | +45.1% | +80.3% | -35.1% | +30.7% |
| 5Y | +105.9% | +143.3% | -37.4% | +68.9% |
| All | +105.9% | +148.3% | -42.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling