-55.6%
FN vs BEN
+10.3%
-65.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.3% | -9.9% |
| 7D | -16.0% | -0.4% | -15.6% | -14.9% |
| 30D | -40.1% | -0.7% | -39.4% | -39.2% |
| 3M | -43.9% | -6.8% | -37.1% | -40.5% |
| 6M | -55.6% | +7.9% | -63.5% | -57.0% |
| All | -55.6% | +10.3% | -65.9% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling