+122.7%
FE vs BN
+281.2%
-158.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | +3.6% | +13.5% | -9.9% | -0.1% |
| 3M | +0.3% | -5.9% | +6.3% | +1.8% |
| 6M | +6.4% | -8.9% | +15.3% | +8.7% |
| YTD | +8.1% | -7.9% | +16.0% | +9.2% |
| 1Y | +4.6% | -8.3% | +12.9% | +5.7% |
| 3Y | +49.1% | +100.8% | -51.7% | +12.4% |
| 5Y | +46.1% | +38.2% | +7.9% | +22.2% |
| 10Y | +122.7% | +302.3% | -179.6% | +33.5% |
| All | +122.7% | +281.2% | -158.5% | +33.5% |
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