+2,625.3%
FN vs BB
-84.8%
+2,710.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.5% | -9.8% | -13.4% |
| 7D | -16.0% | -8.9% | -7.1% | -14.5% |
| 30D | -40.1% | -12.6% | -27.5% | -38.7% |
| 3M | -43.9% | -4.1% | -39.8% | -43.7% |
| 6M | -55.6% | +49.5% | -105.1% | -59.2% |
| YTD | -35.7% | +120.8% | -156.5% | -45.0% |
| 1Y | -39.8% | +76.2% | -116.0% | -46.6% |
| 3Y | +80.3% | +123.8% | -43.5% | +48.0% |
| 5Y | +143.3% | -24.3% | +167.5% | +128.8% |
| 10Y | +682.3% | +20.1% | +662.2% | +471.2% |
| All | +2,625.3% | -84.8% | +2,710.1% | +2,305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling