-55.8%
BBWI vs FGI
-74.8%
+19.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -25.2% | +26.6% | +1.7% |
| 7D | +0.1% | -14.4% | +14.5% | +0.3% |
| 30D | +12.9% | -11.8% | +24.6% | +12.9% |
| 3M | +16.0% | -46.2% | +62.2% | +16.7% |
| 6M | +16.6% | +5.2% | +11.4% | +15.1% |
| YTD | +9.7% | +10.5% | -0.8% | +8.3% |
| 1Y | +1.5% | +25.5% | -24.0% | +0.1% |
| 3Y | -21.4% | -16.0% | -5.4% | -20.7% |
| All | -55.8% | -74.8% | +19.0% | -55.0% |
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