+1,561.4%
BE vs FGI
-70.4%
+1,631.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.5% | -0.2% | +6.9% |
| 7D | +20.0% | +0.5% | +19.4% | +19.9% |
| 30D | +7.9% | +65.4% | -57.5% | +1.4% |
| 3M | -13.2% | +23.5% | -36.7% | -17.2% |
| 6M | +53.5% | +60.5% | -7.1% | +37.9% |
| YTD | +191.0% | +30.0% | +161.0% | +165.6% |
| 1Y | +360.5% | +82.1% | +278.5% | +291.0% |
| 3Y | +1,568.0% | -4.4% | +1,572.4% | +1,331.4% |
| All | +1,561.4% | -70.4% | +1,631.8% | +1,459.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling