+576.2%
FE vs BN
+7,584.1%
-7,007.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | -2.5% | +4.4% | +2.6% |
| 30D | -1.2% | -9.5% | +8.3% | +1.4% |
| 3M | +3.5% | -10.4% | +13.9% | +6.3% |
| 6M | -6.1% | -6.4% | +0.3% | -5.1% |
| YTD | +7.6% | -11.9% | +19.5% | +10.1% |
| 1Y | +11.9% | -8.6% | +20.5% | +13.0% |
| 3Y | +48.4% | +77.6% | -29.1% | +21.4% |
| 5Y | +44.8% | +37.0% | +7.8% | +24.4% |
| 10Y | +115.9% | +266.4% | -150.5% | +38.5% |
| All | +576.2% | +7,584.1% | -7,007.9% | +181.6% |
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