+12.5%
FN vs BN
-6.5%
+19.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | -2.5% | +0.8% | 0.0% |
| 30D | -22.0% | -9.5% | -12.5% | -16.5% |
| 3M | -43.0% | -10.4% | -32.6% | -38.6% |
| 6M | -27.7% | -6.4% | -21.4% | -25.9% |
| YTD | -10.5% | -11.9% | +1.3% | -6.4% |
| 1Y | +12.5% | -8.6% | +21.1% | +15.4% |
| All | +12.5% | -6.5% | +19.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling