+2,943.1%
FN vs BR
+1,270.1%
+1,672.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +12.5% |
| 7D | 0.0% | +6.5% | -6.5% | -3.7% |
| 30D | -34.3% | +18.9% | -53.2% | -40.6% |
| 3M | -39.9% | +16.3% | -56.1% | -45.8% |
| 6M | -51.8% | +26.2% | -78.0% | -59.3% |
| YTD | -28.1% | -13.1% | -15.0% | -26.0% |
| 1Y | -29.1% | -10.5% | -18.6% | -28.5% |
| 3Y | +102.4% | +13.3% | +89.1% | +70.8% |
| 5Y | +171.7% | +19.9% | +151.7% | +116.3% |
| 10Y | +773.5% | +254.2% | +519.3% | +196.3% |
| All | +2,943.1% | +1,270.1% | +1,672.9% | +252.8% |
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