-17.5%
FN vs BN
-8.7%
-8.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.9% |
| 3M | -29.8% | -5.9% | -23.9% | -26.7% |
| 6M | -43.2% | -8.9% | -34.3% | -39.3% |
| YTD | -18.9% | -7.9% | -11.1% | -19.2% |
| All | -17.5% | -8.7% | -8.9% | -15.1% |
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