+3,689.8%
FN vs BBWI
+129.6%
+3,560.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.6% |
| 3M | -43.0% | +11.1% | -54.1% | -45.4% |
| 6M | -27.7% | -13.4% | -14.4% | -27.3% |
| YTD | -10.5% | +0.1% | -10.6% | -13.6% |
| 1Y | +12.5% | -36.1% | +48.6% | +19.9% |
| 3Y | +153.8% | -44.1% | +197.9% | +170.4% |
| 5Y | +288.0% | -66.2% | +354.2% | +346.7% |
| 10Y | +906.4% | -54.8% | +961.2% | +919.4% |
| All | +3,689.8% | +129.6% | +3,560.2% | +1,716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling