+289.3%
FN vs BEN
+39.3%
+250.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -22.0% | -0.5% | -21.4% | -21.8% |
| 3M | -43.0% | +9.7% | -52.7% | -45.5% |
| 6M | -27.7% | +33.9% | -61.7% | -37.7% |
| YTD | -10.5% | +49.0% | -59.5% | -27.3% |
| 1Y | +12.5% | +42.1% | -29.6% | -6.7% |
| 3Y | +153.8% | +51.9% | +101.9% | +97.7% |
| All | +289.3% | +39.3% | +250.0% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling