+743.6%
FN vs BB
+23.8%
+719.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.2% | +10.8% |
| 7D | 0.0% | +3.8% | -3.8% | -0.7% |
| 30D | -34.3% | -0.3% | -34.0% | -34.2% |
| 3M | -39.9% | -0.5% | -39.4% | -40.0% |
| 6M | -51.8% | +45.9% | -97.7% | -55.7% |
| YTD | -28.1% | +130.6% | -158.8% | -39.8% |
| 1Y | -29.1% | +89.2% | -118.3% | -38.5% |
| 3Y | +102.4% | +137.5% | -35.1% | +62.0% |
| 5Y | +171.7% | -20.9% | +192.6% | +150.6% |
| All | +743.6% | +23.8% | +719.8% | +466.9% |
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