+826.4%
FN vs BB
+33.0%
+793.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.4% | +10.8% |
| 7D | +16.3% | +15.0% | +1.3% | +13.3% |
| 30D | -24.7% | +3.5% | -28.2% | -25.1% |
| 3M | -34.9% | +2.7% | -37.6% | -35.4% |
| 6M | -41.1% | +44.7% | -85.8% | -45.7% |
| YTD | -19.6% | +143.3% | -162.9% | -33.4% |
| 1Y | -18.5% | +102.2% | -120.7% | -30.2% |
| 3Y | +119.1% | +156.1% | -37.0% | +72.9% |
| 5Y | +206.9% | -17.6% | +224.6% | +180.9% |
| 10Y | +826.4% | +29.0% | +797.5% | +521.7% |
| All | +826.4% | +33.0% | +793.4% | +521.7% |
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