+571.3%
FE vs BBWI
+678.4%
-107.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | -1.0% |
| 7D | -1.0% | -6.2% | +5.2% | -0.3% |
| 30D | +4.1% | +19.9% | -15.8% | +1.8% |
| 3M | -1.0% | +7.1% | -8.2% | -2.3% |
| 6M | +4.0% | +13.7% | -9.7% | +1.5% |
| YTD | +6.8% | +9.6% | -2.8% | +3.9% |
| 1Y | +5.3% | -1.6% | +6.9% | +3.0% |
| 3Y | +44.6% | -25.9% | +70.5% | +42.4% |
| 5Y | +44.2% | -67.8% | +112.0% | +53.7% |
| 10Y | +107.3% | -43.5% | +150.7% | +84.2% |
| All | +571.3% | +678.4% | -107.1% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling