-55.6%
FN vs BBWI
+21.4%
-77.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.2% | -8.0% | -15.4% |
| 7D | -16.0% | -3.1% | -12.9% | -16.3% |
| 30D | -40.1% | +23.1% | -63.3% | -37.4% |
| 3M | -43.9% | +7.3% | -51.2% | -41.8% |
| 6M | -55.6% | +22.6% | -78.2% | -54.0% |
| All | -55.6% | +21.4% | -77.0% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling