+571.3%
FE vs BN
+7,802.5%
-7,231.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.0% | +5.3% | -6.4% | -2.5% |
| 30D | +4.1% | +11.9% | -7.7% | +1.0% |
| 3M | -1.0% | -5.7% | +4.7% | +0.3% |
| 6M | +4.0% | -10.6% | +14.6% | +6.6% |
| YTD | +6.8% | -9.4% | +16.2% | +8.4% |
| 1Y | +5.3% | -8.8% | +14.1% | +6.5% |
| 3Y | +44.6% | +95.6% | -51.1% | +15.2% |
| 5Y | +44.2% | +30.2% | +14.1% | +25.8% |
| 10Y | +107.3% | +277.0% | -169.8% | +31.8% |
| All | +571.3% | +7,802.5% | -7,231.2% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling