-25.7%
FN vs BEN
+56.2%
-81.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.6% | -8.2% |
| 7D | -7.0% | +6.7% | -13.7% | -10.1% |
| 30D | -24.7% | +3.0% | -27.7% | -26.0% |
| 3M | -35.7% | -4.3% | -31.3% | -34.6% |
| 6M | -52.4% | +16.4% | -68.8% | -54.7% |
| YTD | -25.0% | +46.8% | -71.7% | -38.8% |
| 1Y | -25.7% | +57.3% | -83.0% | -43.7% |
| All | -25.7% | +56.2% | -81.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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