+13.1%
BB vs FGI
-70.0%
+83.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +11.6% | -4.1% | +15.7% | +11.8% |
| 30D | +2.6% | -3.4% | +5.9% | +2.7% |
| 3M | +3.5% | +61.8% | -58.3% | -0.5% |
| 6M | +43.5% | +17.0% | +26.5% | +39.0% |
| YTD | +141.2% | +31.4% | +109.8% | +128.0% |
| 1Y | +97.4% | +42.7% | +54.7% | +84.6% |
| 3Y | +151.1% | -0.1% | +151.2% | +125.9% |
| All | +13.1% | -70.0% | +83.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling