+755.5%
FN vs BBWI
-48.2%
+803.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.6% |
| 7D | +20.8% | -4.5% | +25.3% | +21.8% |
| 30D | -17.3% | +17.1% | -34.4% | -20.1% |
| 3M | -38.1% | +17.5% | -55.6% | -40.8% |
| 6M | -44.2% | +12.8% | -57.1% | -46.8% |
| YTD | -22.3% | +8.2% | -30.4% | -26.1% |
| 1Y | -20.9% | -1.8% | -19.1% | -23.8% |
| 3Y | +111.1% | -25.8% | +136.8% | +110.5% |
| 5Y | +191.8% | -68.0% | +259.8% | +226.2% |
| All | +755.5% | -48.2% | +803.7% | +649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling