-29.1%
FN vs BBWI
-6.0%
-23.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.3% | +14.9% | +11.7% |
| 7D | 0.0% | -6.2% | +6.1% | +0.1% |
| 30D | -34.3% | +19.9% | -54.2% | -34.7% |
| 3M | -39.9% | +7.1% | -47.0% | -39.7% |
| 6M | -51.8% | +13.7% | -65.5% | -52.5% |
| YTD | -28.1% | +9.6% | -37.7% | -28.8% |
| 1Y | -29.1% | -1.6% | -27.4% | -28.4% |
| All | -29.1% | -6.0% | -23.1% | -28.4% |
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