+143.3%
FN vs BEN
+12.5%
+130.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.3% | -11.8% |
| 7D | -16.0% | -0.4% | -15.6% | -15.6% |
| 30D | -40.1% | -0.7% | -39.4% | -39.7% |
| 3M | -43.9% | -6.8% | -37.1% | -41.7% |
| 6M | -55.6% | +7.9% | -63.5% | -57.0% |
| YTD | -35.7% | +39.6% | -75.2% | -45.8% |
| 1Y | -39.8% | +48.5% | -88.4% | -50.9% |
| 3Y | +80.3% | +55.7% | +24.6% | +38.8% |
| 5Y | +143.3% | +15.1% | +128.2% | +107.8% |
| All | +143.3% | +12.5% | +130.8% | +107.8% |
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