+860.4%
FN vs BG
+148.6%
+711.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | -1.7% | +2.8% | -4.5% | -2.5% |
| 30D | -22.0% | +12.0% | -34.0% | -24.5% |
| 3M | -43.0% | -7.7% | -35.3% | -41.9% |
| 6M | -27.7% | +4.5% | -32.2% | -29.1% |
| YTD | -10.5% | +35.7% | -46.2% | -18.3% |
| 1Y | +12.5% | +50.1% | -37.6% | -0.7% |
| 3Y | +153.8% | +12.6% | +141.2% | +138.6% |
| 5Y | +288.0% | +75.4% | +212.6% | +208.1% |
| All | +860.4% | +148.6% | +711.8% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling