+11.4%
FPS vs BBWI
-12.8%
+24.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.5% |
| 7D | +10.4% | +1.6% | +8.8% | +10.1% |
| 30D | -16.5% | -6.2% | -10.3% | -15.7% |
| 3M | -45.5% | +4.3% | -49.9% | -45.5% |
| 6M | +2.1% | -7.2% | +9.3% | +11.1% |
| All | +11.4% | -12.8% | +24.3% | +25.0% |
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