+743.6%
FN vs BBWI
-43.7%
+787.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.3% | +14.9% | +12.3% |
| 7D | 0.0% | -6.2% | +6.1% | +1.1% |
| 30D | -34.3% | +19.9% | -54.2% | -36.9% |
| 3M | -39.9% | +7.1% | -47.0% | -41.4% |
| 6M | -51.8% | +13.7% | -65.5% | -54.2% |
| YTD | -28.1% | +9.6% | -37.7% | -31.8% |
| 1Y | -29.1% | -1.6% | -27.4% | -31.7% |
| 3Y | +102.4% | -25.9% | +128.3% | +101.9% |
| 5Y | +171.7% | -67.8% | +239.5% | +203.0% |
| All | +743.6% | -43.7% | +787.3% | +665.1% |
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