+743.6%
FN vs BN
+271.1%
+472.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.9% | +12.6% | +12.2% |
| 7D | 0.0% | +5.3% | -5.4% | -3.5% |
| 30D | -34.3% | +11.9% | -46.2% | -38.9% |
| 3M | -39.9% | -5.7% | -34.1% | -38.2% |
| 6M | -51.8% | -10.6% | -41.2% | -49.2% |
| YTD | -28.1% | -9.4% | -18.8% | -25.2% |
| 1Y | -29.1% | -8.8% | -20.3% | -26.1% |
| 3Y | +102.4% | +95.6% | +6.8% | +42.3% |
| 5Y | +171.7% | +30.2% | +141.5% | +127.9% |
| All | +743.6% | +271.1% | +472.5% | +309.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling