+804.7%
FN vs BN
+281.2%
+523.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.3% |
| 7D | +8.0% | -2.4% | +10.4% | +9.9% |
| 30D | -19.1% | +13.5% | -32.7% | -25.3% |
| 3M | -29.8% | -5.9% | -23.9% | -27.7% |
| 6M | -43.2% | -8.9% | -34.3% | -40.6% |
| YTD | -18.9% | -7.9% | -11.1% | -16.2% |
| 1Y | -17.9% | -8.3% | -9.6% | -14.5% |
| 3Y | +120.1% | +100.8% | +19.4% | +52.5% |
| 5Y | +206.7% | +38.2% | +168.5% | +149.8% |
| 10Y | +804.7% | +302.3% | +502.3% | +281.7% |
| All | +804.7% | +281.2% | +523.4% | +281.7% |
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