+121.0%
FE vs BN
+297.2%
-176.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +3.9% | +13.6% | -9.7% | +0.1% |
| 3M | -0.1% | -6.7% | +6.6% | +1.5% |
| 6M | +6.1% | -9.0% | +15.1% | +8.3% |
| YTD | +8.1% | -8.8% | +16.8% | +9.5% |
| 1Y | +4.4% | -10.6% | +15.0% | +6.3% |
| 3Y | +49.0% | +98.8% | -49.8% | +12.6% |
| 5Y | +46.1% | +33.6% | +12.5% | +23.7% |
| All | +121.0% | +297.2% | -176.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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