-55.8%
BBWI vs FGI
-70.6%
+14.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | -6.2% | -7.0% | +0.8% | -6.1% |
| 30D | +19.9% | -4.2% | +24.2% | +20.0% |
| 3M | +7.1% | +55.6% | -48.5% | +5.5% |
| 6M | +13.7% | -3.2% | +16.8% | +12.3% |
| YTD | +9.6% | +29.1% | -19.5% | +8.0% |
| 1Y | -1.6% | +51.0% | -52.6% | -3.1% |
| 3Y | -25.9% | +1.5% | -27.4% | -25.5% |
| All | -55.8% | -70.6% | +14.7% | -55.1% |
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