-55.2%
BBWI vs FGI
-70.0%
+14.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.2% | -4.1% | -0.1% | -4.2% |
| 30D | +24.9% | -3.4% | +28.2% | +24.9% |
| 3M | +13.2% | +61.8% | -48.6% | +11.5% |
| 6M | +12.1% | +17.0% | -4.9% | +10.6% |
| YTD | +11.1% | +31.4% | -20.3% | +9.5% |
| 1Y | +0.7% | +42.7% | -42.0% | -0.8% |
| 3Y | -23.8% | -0.1% | -23.6% | -23.2% |
| All | -55.2% | -70.0% | +14.8% | -54.5% |
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