+1,118.3%
BE vs FGI
-70.0%
+1,188.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | -13.4% | -4.1% | -9.3% | -13.1% |
| 30D | -33.9% | -3.4% | -30.5% | -33.8% |
| 3M | -12.0% | +61.8% | -73.7% | -17.4% |
| 6M | -29.0% | +17.0% | -46.0% | -32.4% |
| YTD | +113.4% | +31.4% | +82.0% | +94.1% |
| 1Y | +33.2% | +42.7% | -9.5% | +20.1% |
| 3Y | +1,659.2% | -0.1% | +1,659.3% | +1,400.2% |
| All | +1,118.3% | -70.0% | +1,188.3% | +1,039.7% |
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