+46.1%
FE vs BN
+36.7%
+9.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +3.9% | +13.6% | -9.7% | +1.6% |
| 3M | -0.1% | -6.7% | +6.6% | +0.9% |
| 6M | +6.1% | -9.0% | +15.1% | +7.5% |
| YTD | +8.1% | -8.8% | +16.8% | +9.0% |
| 1Y | +4.4% | -10.6% | +15.0% | +5.6% |
| 3Y | +49.0% | +98.8% | -49.8% | +21.4% |
| 5Y | +46.1% | +33.6% | +12.5% | +27.9% |
| All | +46.1% | +36.7% | +9.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling