+84.8%
DE vs FGI
+1.5%
+83.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | -0.6% | -7.0% | +6.4% | -0.6% |
| 30D | +2.3% | -4.2% | +6.5% | +2.2% |
| 3M | +9.5% | +55.6% | -46.1% | +10.0% |
| 6M | +14.1% | -3.2% | +17.2% | +14.5% |
| YTD | +45.4% | +29.1% | +16.3% | +46.0% |
| 1Y | +42.9% | +51.0% | -8.1% | +43.4% |
| 3Y | +84.8% | +1.5% | +83.3% | +87.5% |
| All | +84.8% | +1.5% | +83.3% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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