+137.5%
BB vs FGI
+1.5%
+136.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | +3.8% | -7.0% | +10.8% | +4.0% |
| 30D | -0.3% | -4.2% | +3.9% | -0.3% |
| 3M | -0.5% | +55.6% | -56.1% | -3.0% |
| 6M | +45.9% | -3.2% | +49.1% | +43.6% |
| YTD | +130.6% | +29.1% | +101.5% | +122.5% |
| 1Y | +89.2% | +51.0% | +38.2% | +81.4% |
| 3Y | +137.5% | +1.5% | +136.0% | +125.8% |
| All | +137.5% | +1.5% | +136.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling