+794.1%
FN vs BN
+280.2%
+513.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.0% |
| 7D | -4.1% | +4.3% | -8.4% | -6.3% |
| 30D | -28.3% | +14.3% | -42.6% | -34.0% |
| 3M | -33.9% | -4.1% | -29.8% | -32.6% |
| 6M | -43.9% | -9.7% | -34.2% | -41.1% |
| YTD | -23.4% | -7.1% | -16.3% | -21.2% |
| 1Y | -25.4% | -7.4% | -18.0% | -22.8% |
| 3Y | +107.9% | +102.3% | +5.6% | +43.8% |
| 5Y | +195.1% | +35.9% | +159.1% | +142.5% |
| 10Y | +794.1% | +289.2% | +504.9% | +326.2% |
| All | +794.1% | +280.2% | +513.9% | +326.2% |
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