-25.4%
FN vs BBWI
-2.2%
-23.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | -4.1% | -4.2% | +0.2% | -3.9% |
| 30D | -28.3% | +24.9% | -53.2% | -29.0% |
| 3M | -33.9% | +13.2% | -47.1% | -34.2% |
| 6M | -43.9% | +12.1% | -56.0% | -44.5% |
| YTD | -23.4% | +11.1% | -34.5% | -24.3% |
| 1Y | -25.4% | +0.7% | -26.1% | -24.9% |
| All | -25.4% | -2.2% | -23.2% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling