+173.5%
FN vs BEN
+19.4%
+154.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.7% | +6.9% | +9.2% |
| 7D | 0.0% | +6.6% | -6.7% | -2.9% |
| 30D | -34.3% | +3.8% | -38.2% | -35.3% |
| 3M | -39.9% | +0.2% | -40.1% | -39.6% |
| 6M | -51.8% | +10.4% | -62.3% | -53.9% |
| YTD | -28.1% | +46.2% | -74.3% | -40.8% |
| 1Y | -29.1% | +52.3% | -81.3% | -42.7% |
| 3Y | +102.4% | +65.9% | +36.5% | +51.1% |
| All | +173.5% | +19.4% | +154.1% | +128.9% |
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