+113.9%
FE vs BBWI
-54.1%
+168.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.8% |
| 7D | +1.9% | +1.5% | +0.4% | +1.8% |
| 30D | -1.2% | -5.2% | +4.0% | -0.9% |
| 3M | +3.5% | +11.1% | -7.6% | +2.4% |
| 6M | -6.1% | -13.4% | +7.3% | -5.6% |
| YTD | +7.6% | +0.1% | +7.5% | +6.7% |
| 1Y | +11.9% | -36.1% | +48.0% | +14.4% |
| 3Y | +48.4% | -44.1% | +92.5% | +51.0% |
| 5Y | +44.8% | -66.2% | +111.0% | +50.7% |
| All | +113.9% | -54.1% | +168.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling