+302.1%
BP vs FN
+3,020.0%
-2,717.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.0% | +1.8% | -3.5% |
| 7D | -8.4% | -7.0% | -1.4% | -7.8% |
| 30D | +2.2% | -24.7% | +26.9% | +4.8% |
| 3M | +8.8% | -35.7% | +44.5% | +12.7% |
| 6M | -0.5% | -52.4% | +51.9% | +5.6% |
| YTD | +36.2% | -25.0% | +61.2% | +34.9% |
| 1Y | +36.6% | -25.7% | +62.2% | +34.8% |
| 3Y | +48.1% | +110.2% | -62.1% | +21.8% |
| 5Y | +114.3% | +192.3% | -78.1% | +63.3% |
| 10Y | +139.2% | +812.3% | -673.1% | +51.4% |
| All | +302.1% | +3,020.0% | -2,717.9% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling