+826.4%
FN vs BWA
+101.5%
+725.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.4% | +6.5% | +9.2% |
| 7D | +16.3% | -0.6% | +16.9% | +17.4% |
| 30D | -24.7% | -16.1% | -8.7% | -17.2% |
| 3M | -34.9% | -24.6% | -10.3% | -24.6% |
| 6M | -41.1% | -15.7% | -25.4% | -34.9% |
| YTD | -19.6% | +15.1% | -34.7% | -24.5% |
| 1Y | -18.5% | +15.9% | -34.4% | -23.7% |
| 3Y | +119.1% | +67.1% | +52.0% | +68.8% |
| 5Y | +206.9% | +34.7% | +172.2% | +151.8% |
| 10Y | +826.4% | +99.5% | +726.9% | +590.5% |
| All | +826.4% | +101.5% | +725.0% | +590.5% |
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