+160.3%
FN vs BB
+38.2%
+122.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | -5.6% | +4.0% | -0.3% |
| 30D | -22.0% | -11.8% | -10.2% | -19.7% |
| 3M | -43.0% | -25.5% | -17.5% | -39.4% |
| 6M | -27.7% | +121.3% | -149.0% | -40.5% |
| YTD | -10.5% | +103.2% | -113.7% | -24.9% |
| 1Y | +12.5% | +102.6% | -90.1% | -6.0% |
| All | +160.3% | +38.2% | +122.1% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling