+215.9%
FN vs BBAI
-77.8%
+293.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -13.3% | -1.0% | -13.7% |
| 7D | -16.0% | -16.9% | +0.9% | -15.3% |
| 30D | -40.1% | -14.0% | -26.2% | -39.7% |
| 3M | -43.9% | -26.7% | -17.2% | -43.2% |
| 6M | -55.6% | -46.4% | -9.3% | -54.6% |
| YTD | -35.7% | -58.9% | +23.2% | -33.8% |
| 1Y | -39.8% | -63.8% | +24.0% | -37.9% |
| 3Y | +80.3% | +54.2% | +26.1% | +78.3% |
| 5Y | +143.3% | -77.7% | +221.0% | +143.4% |
| All | +215.9% | -77.8% | +293.7% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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