+1,161.4%
BE vs FGI
-74.8%
+1,236.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -25.2% | +20.3% | -3.5% |
| 7D | +10.8% | -14.4% | +25.2% | +11.6% |
| 30D | -19.8% | -11.8% | -8.0% | -19.4% |
| 3M | -18.7% | -46.2% | +27.5% | -16.5% |
| 6M | -33.7% | +5.2% | -38.9% | -36.7% |
| YTD | +121.0% | +10.5% | +110.4% | +102.6% |
| 1Y | +85.4% | +25.5% | +59.9% | +67.9% |
| 3Y | +1,709.5% | -16.0% | +1,725.5% | +1,455.8% |
| All | +1,161.4% | -74.8% | +1,236.2% | +1,089.8% |
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