+9.7%
FPS vs BBWI
-14.4%
+24.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.4% | +2.6% | +7.7% |
| 7D | +1.5% | -4.8% | +6.3% | +2.2% |
| 30D | -16.9% | +3.5% | -20.3% | -17.5% |
| 3M | -45.3% | -0.3% | -45.0% | -45.0% |
| 6M | -10.3% | -5.4% | -4.9% | -3.7% |
| All | +9.7% | -14.4% | +24.1% | +23.3% |
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 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