+1,226.7%
BE vs FGI
-66.3%
+1,293.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.8% | -3.9% |
| 7D | +20.5% | +13.5% | +7.0% | +19.7% |
| 30D | -23.4% | +17.1% | -40.5% | -24.0% |
| 3M | -14.9% | +78.0% | -92.9% | -20.5% |
| 6M | -28.1% | +46.4% | -74.5% | -32.4% |
| YTD | +132.4% | +47.7% | +84.7% | +110.0% |
| 1Y | +59.4% | +56.8% | +2.6% | +43.0% |
| 3Y | +1,815.8% | +12.3% | +1,803.6% | +1,523.6% |
| All | +1,226.7% | -66.3% | +1,293.1% | +1,133.4% |
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