+109.8%
FE vs BN
+274.9%
-165.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | 0.0% | +5.3% | -5.4% | -1.6% |
| 30D | +5.2% | +11.9% | -6.7% | +1.8% |
| 3M | 0.0% | -5.7% | +5.7% | +1.4% |
| 6M | +5.0% | -10.6% | +15.7% | +7.8% |
| YTD | +7.9% | -9.4% | +17.3% | +9.5% |
| 1Y | +6.3% | -8.8% | +15.1% | +7.6% |
| 3Y | +46.0% | +95.6% | -49.6% | +10.9% |
| 5Y | +45.6% | +30.2% | +15.5% | +24.4% |
| All | +109.8% | +274.9% | -165.1% | +27.4% |
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