+99.9%
DE vs FGI
-70.4%
+170.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.2% |
| 7D | +10.0% | +0.5% | +9.5% | +10.0% |
| 30D | +13.3% | +65.4% | -52.1% | +12.7% |
| 3M | +17.5% | +23.5% | -6.0% | +17.1% |
| 6M | +13.6% | +60.5% | -47.0% | +12.1% |
| YTD | +49.8% | +30.0% | +19.8% | +48.2% |
| 1Y | +47.9% | +82.1% | -34.2% | +43.5% |
| 3Y | +72.5% | -4.4% | +76.9% | +69.1% |
| All | +99.9% | -70.4% | +170.3% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling