+693.0%
FN vs BWA
+94.2%
+598.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +0.3% | +4.3% | -4.0% | -1.5% |
| 30D | -16.5% | -13.0% | -3.5% | -9.8% |
| 3M | -42.1% | -24.8% | -17.3% | -32.6% |
| 6M | -52.9% | -23.5% | -29.4% | -45.5% |
| YTD | -28.0% | +13.8% | -41.8% | -31.9% |
| 1Y | -18.5% | +13.4% | -31.9% | -22.9% |
| 3Y | +93.9% | +62.8% | +31.1% | +51.1% |
| 5Y | +170.5% | +28.5% | +142.0% | +126.9% |
| All | +693.0% | +94.2% | +598.7% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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