+73.8%
EAT vs FGI
+51.2%
+22.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -1.5% |
| 7D | -7.1% | +13.5% | -20.6% | -6.9% |
| 30D | -2.3% | +17.1% | -19.4% | -2.1% |
| 3M | -19.6% | +78.0% | -97.6% | -18.6% |
| 6M | +46.0% | +46.4% | -0.4% | +47.9% |
| YTD | +37.7% | +47.7% | -10.0% | +38.3% |
| 1Y | +73.8% | +56.8% | +17.0% | +74.5% |
| All | +73.8% | +51.2% | +22.6% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling