+2,625.3%
FN vs BN
+992.5%
+1,632.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.1% | -12.5% |
| 7D | -16.0% | +5.7% | -21.7% | -19.1% |
| 30D | -40.1% | +12.0% | -52.1% | -44.3% |
| 3M | -43.9% | -6.1% | -37.8% | -42.2% |
| 6M | -55.6% | -8.6% | -47.0% | -53.8% |
| YTD | -35.7% | -8.5% | -27.1% | -33.3% |
| 1Y | -39.8% | -8.4% | -31.4% | -37.4% |
| 3Y | +80.3% | +92.3% | -12.0% | +25.1% |
| 5Y | +143.3% | +31.3% | +111.9% | +101.5% |
| 10Y | +682.3% | +280.5% | +401.8% | +231.3% |
| All | +2,625.3% | +992.5% | +1,632.8% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling