+16.3%
BB vs FGI
-68.3%
+84.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.0% | +2.6% |
| 7D | +7.3% | +6.9% | +0.4% | +7.0% |
| 30D | +11.2% | +3.9% | +7.3% | +11.0% |
| 3M | +4.7% | +74.3% | -69.6% | +0.3% |
| 6M | +51.1% | +28.9% | +22.2% | +45.8% |
| YTD | +148.0% | +39.1% | +108.9% | +134.0% |
| 1Y | +106.1% | +49.3% | +56.8% | +92.5% |
| 3Y | +158.2% | +5.7% | +152.5% | +131.9% |
| All | +16.3% | -68.3% | +84.6% | +14.1% |
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