+693.0%
FN vs BB
+21.8%
+671.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.4% | -4.9% | -6.8% |
| 7D | +0.3% | +1.8% | -1.6% | +0.1% |
| 30D | -16.5% | +8.1% | -24.7% | -17.6% |
| 3M | -42.1% | -1.0% | -41.1% | -42.1% |
| 6M | -52.9% | +45.9% | -98.8% | -56.6% |
| YTD | -28.0% | +134.8% | -162.8% | -39.8% |
| 1Y | -18.5% | +104.6% | -123.1% | -30.3% |
| 3Y | +93.9% | +152.8% | -59.0% | +53.7% |
| 5Y | +170.5% | -17.4% | +187.9% | +148.2% |
| All | +693.0% | +21.8% | +671.2% | +445.4% |
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