+826.4%
FN vs BBWI
-41.3%
+867.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.5% |
| 7D | +16.3% | -6.2% | +22.4% | +17.6% |
| 30D | -24.7% | +25.5% | -50.2% | -28.3% |
| 3M | -34.9% | +8.0% | -42.9% | -36.7% |
| 6M | -41.1% | +12.7% | -53.8% | -43.8% |
| YTD | -19.6% | +11.6% | -31.3% | -24.0% |
| 1Y | -18.5% | -0.9% | -17.6% | -21.6% |
| 3Y | +119.1% | -22.7% | +141.8% | +116.9% |
| 5Y | +206.9% | -67.2% | +274.1% | +241.4% |
| 10Y | +826.4% | -43.7% | +870.1% | +739.3% |
| All | +826.4% | -41.3% | +867.7% | +739.3% |
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