+3,689.8%
FN vs BR
+1,144.1%
+2,545.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.9% |
| 7D | -1.7% | -5.3% | +3.6% | +1.1% |
| 30D | -22.0% | +6.4% | -28.4% | -25.2% |
| 3M | -43.0% | +13.6% | -56.6% | -47.8% |
| 6M | -27.7% | -6.7% | -21.0% | -27.6% |
| YTD | -10.5% | -21.1% | +10.6% | -1.5% |
| 1Y | +12.5% | -29.6% | +42.1% | +32.1% |
| 3Y | +153.8% | -2.4% | +156.2% | +136.6% |
| 5Y | +288.0% | +11.2% | +276.8% | +223.6% |
| 10Y | +906.4% | +191.8% | +714.6% | +293.8% |
| All | +3,689.8% | +1,144.1% | +2,545.7% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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