-21.7%
FN vs BB
+100.0%
-121.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.4% | +10.2% |
| 7D | +16.3% | +15.0% | +1.3% | +12.0% |
| 30D | -24.7% | +3.5% | -28.2% | -25.3% |
| 3M | -34.9% | +2.7% | -37.6% | -35.5% |
| 6M | -41.1% | +44.7% | -85.8% | -43.8% |
| YTD | -19.6% | +143.3% | -162.9% | -33.7% |
| All | -21.7% | +100.0% | -121.7% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling