+289.3%
FN vs BBWI
-66.0%
+355.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.5% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | -22.0% | -5.2% | -16.8% | -21.5% |
| 3M | -43.0% | +11.1% | -54.1% | -45.5% |
| 6M | -27.7% | -13.4% | -14.4% | -26.9% |
| YTD | -10.5% | +0.1% | -10.6% | -13.8% |
| 1Y | +12.5% | -36.1% | +48.6% | +21.6% |
| 3Y | +153.8% | -44.1% | +197.9% | +173.2% |
| All | +289.3% | -66.0% | +355.3% | +370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling