+12.9%
BB vs FGI
-66.3%
+79.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -3.2% |
| 7D | +9.0% | +13.5% | -4.5% | +8.4% |
| 30D | +7.7% | +17.1% | -9.4% | +7.0% |
| 3M | +4.0% | +78.0% | -74.0% | -0.4% |
| 6M | +46.6% | +46.4% | +0.2% | +40.7% |
| YTD | +140.6% | +47.7% | +92.9% | +126.5% |
| 1Y | +103.1% | +56.8% | +46.3% | +89.3% |
| 3Y | +150.5% | +12.3% | +138.3% | +124.4% |
| All | +12.9% | -66.3% | +79.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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