-43.3%
BBWI vs FGI
-4.4%
-38.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.5% | -4.7% | +2.8% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | -5.2% | +65.4% | -70.6% | -6.2% |
| 3M | +11.1% | +23.5% | -12.4% | +10.1% |
| 6M | -13.4% | +60.5% | -73.9% | -13.7% |
| YTD | +0.1% | +30.0% | -29.9% | -0.5% |
| 1Y | -36.1% | +82.1% | -118.2% | -35.6% |
| All | -43.3% | -4.4% | -38.9% | -40.9% |
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