+1,616.9%
BE vs FGI
+1.5%
+1,615.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.8% | -12.7% | -13.5% |
| 7D | -14.7% | -7.0% | -7.8% | -14.4% |
| 30D | -40.5% | -4.2% | -36.3% | -40.4% |
| 3M | -24.3% | +55.6% | -79.9% | -28.0% |
| 6M | -39.3% | -3.2% | -36.2% | -41.0% |
| YTD | +99.4% | +29.1% | +70.3% | +84.6% |
| 1Y | +26.6% | +51.0% | -24.4% | +16.2% |
| 3Y | +1,616.9% | +1.5% | +1,615.4% | +1,494.5% |
| All | +1,616.9% | +1.5% | +1,615.4% | +1,494.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling