+2,943.1%
FN vs BG
+188.1%
+2,754.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.1% | +11.5% |
| 7D | 0.0% | +2.5% | -2.6% | -0.9% |
| 30D | -34.3% | -6.1% | -28.2% | -33.3% |
| 3M | -39.9% | -8.5% | -31.4% | -38.8% |
| 6M | -51.8% | -20.4% | -31.4% | -48.9% |
| YTD | -28.1% | +13.3% | -41.4% | -32.3% |
| 1Y | -29.1% | +7.3% | -36.3% | -32.1% |
| 3Y | +102.4% | +2.6% | +99.9% | +91.6% |
| 5Y | +171.7% | +22.0% | +149.7% | +134.4% |
| 10Y | +773.5% | +91.8% | +681.8% | +480.8% |
| All | +2,943.1% | +188.1% | +2,754.9% | +1,665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling