+49.7%
FE vs BBWI
-23.0%
+72.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.5% | -4.2% | +3.7% | -0.4% |
| 30D | +4.3% | +24.9% | -20.5% | +3.4% |
| 3M | +0.4% | +13.2% | -12.8% | -0.2% |
| 6M | +6.9% | +12.1% | -5.2% | +6.2% |
| YTD | +8.0% | +11.1% | -3.1% | +7.1% |
| 1Y | +4.8% | +0.7% | +4.1% | +4.3% |
| All | +49.7% | -23.0% | +72.7% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling