+13.3%
BR vs FGI
+1.5%
+11.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +6.5% | -7.0% | +13.4% | +6.5% |
| 30D | +18.9% | -4.2% | +23.1% | +18.9% |
| 3M | +16.3% | +55.6% | -39.3% | +15.8% |
| 6M | +26.2% | -3.2% | +29.4% | +25.7% |
| YTD | -13.1% | +29.1% | -42.2% | -13.4% |
| 1Y | -10.5% | +51.0% | -61.4% | -10.7% |
| 3Y | +13.3% | +1.5% | +11.8% | +15.2% |
| All | +13.3% | +1.5% | +11.8% | +15.2% |
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