+8.1%
FPS vs BBWI
-10.0%
+18.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +2.0% |
| 7D | +3.1% | +1.5% | +1.6% | +2.9% |
| 30D | -18.6% | -5.2% | -13.4% | -17.8% |
| 3M | -51.5% | +11.1% | -62.6% | -51.9% |
| 6M | -8.5% | -13.4% | +4.9% | +5.1% |
| All | +8.1% | -10.0% | +18.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling