+1,669.3%
BE vs FGI
-69.1%
+1,738.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -3.0% |
| 7D | +23.9% | +14.7% | +9.2% | +23.0% |
| 30D | +27.8% | +67.0% | -39.1% | +20.1% |
| 3M | +3.7% | +31.0% | -27.3% | -1.4% |
| 6M | +78.0% | +126.8% | -48.9% | +56.1% |
| YTD | +209.9% | +35.6% | +174.3% | +182.2% |
| 1Y | +389.6% | +108.9% | +280.7% | +312.0% |
| 3Y | +1,730.6% | -0.3% | +1,730.8% | +1,467.3% |
| All | +1,669.3% | -69.1% | +1,738.3% | +1,557.1% |
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 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