+906.2%
FN vs BB
-0.4%
+906.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | -5.6% | +4.0% | -0.5% |
| 30D | -22.0% | -11.8% | -10.2% | -20.1% |
| 3M | -43.0% | -25.5% | -17.5% | -40.0% |
| 6M | -27.7% | +121.3% | -149.0% | -38.9% |
| YTD | -10.5% | +103.2% | -113.7% | -23.1% |
| 1Y | +12.5% | +102.6% | -90.1% | -3.8% |
| 3Y | +153.8% | +37.5% | +116.3% | +122.4% |
| 5Y | +288.0% | -30.4% | +318.4% | +266.5% |
| All | +906.2% | -0.4% | +906.6% | +601.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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