+11.5%
BBY vs FGI
-69.1%
+80.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.5% |
| 7D | +1.2% | +14.7% | -13.5% | +0.9% |
| 30D | +6.8% | +67.0% | -60.2% | +3.9% |
| 3M | +18.7% | +31.0% | -12.3% | +16.0% |
| 6M | +37.3% | +126.8% | -89.5% | +31.8% |
| YTD | +35.3% | +35.6% | -0.3% | +31.0% |
| 1Y | +20.7% | +108.9% | -88.2% | +14.8% |
| 3Y | +39.4% | -0.3% | +39.7% | +34.2% |
| All | +11.5% | -69.1% | +80.6% | +10.5% |
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 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