+44.6%
FE vs BN
+90.6%
-46.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -1.0% | +5.3% | -6.4% | -1.5% |
| 30D | +4.1% | +11.9% | -7.7% | +3.1% |
| 3M | -1.0% | -5.7% | +4.7% | -0.7% |
| 6M | +4.0% | -10.6% | +14.6% | +4.7% |
| YTD | +6.8% | -9.4% | +16.2% | +7.3% |
| 1Y | +5.3% | -8.8% | +14.1% | +5.6% |
| 3Y | +44.6% | +95.6% | -51.1% | +19.1% |
| All | +44.6% | +90.6% | -46.0% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling