+143.3%
FN vs BBWI
-67.6%
+210.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.2% | -8.0% | -12.9% |
| 7D | -16.0% | -3.1% | -12.9% | -15.4% |
| 30D | -40.1% | +23.1% | -63.3% | -43.1% |
| 3M | -43.9% | +7.3% | -51.2% | -45.5% |
| 6M | -55.6% | +22.6% | -78.2% | -59.0% |
| YTD | -35.7% | +13.3% | -48.9% | -40.1% |
| 1Y | -39.8% | -2.6% | -37.2% | -42.1% |
| 3Y | +80.3% | -25.9% | +106.2% | +80.2% |
| 5Y | +143.3% | -66.7% | +210.0% | +187.9% |
| All | +143.3% | -67.6% | +210.9% | +187.9% |
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 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