+195.1%
FN vs BB
-16.9%
+212.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.5% |
| 7D | -4.1% | +11.6% | -15.7% | -6.6% |
| 30D | -28.3% | +2.6% | -30.9% | -28.6% |
| 3M | -33.9% | +3.5% | -37.4% | -34.7% |
| 6M | -43.9% | +43.5% | -87.4% | -49.3% |
| YTD | -23.4% | +141.2% | -164.6% | -39.7% |
| 1Y | -25.4% | +97.4% | -122.8% | -38.5% |
| 3Y | +107.9% | +151.1% | -43.2% | +54.4% |
| 5Y | +195.1% | -12.8% | +207.9% | +165.1% |
| All | +195.1% | -16.9% | +212.0% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling