+743.6%
FN vs BWA
+84.4%
+659.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.7% | +9.0% | +10.3% |
| 7D | 0.0% | -5.5% | +5.4% | +3.2% |
| 30D | -34.3% | -21.7% | -12.6% | -25.4% |
| 3M | -39.9% | -25.6% | -14.2% | -29.9% |
| 6M | -51.8% | -17.4% | -34.4% | -46.2% |
| YTD | -28.1% | +9.2% | -37.3% | -30.8% |
| 1Y | -29.1% | +9.7% | -38.8% | -31.9% |
| 3Y | +102.4% | +54.6% | +47.8% | +61.6% |
| 5Y | +171.7% | +26.8% | +144.9% | +129.2% |
| All | +743.6% | +84.4% | +659.2% | +517.5% |
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