+489.9%
EAT vs FGI
+1.5%
+488.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -2.6% | -7.0% | +4.3% | -2.7% |
| 30D | +11.5% | -4.2% | +15.7% | +11.5% |
| 3M | -9.1% | +55.6% | -64.7% | -8.5% |
| 6M | +40.4% | -3.2% | +43.6% | +41.5% |
| YTD | +43.9% | +29.1% | +14.8% | +44.9% |
| 1Y | +101.9% | +51.0% | +51.0% | +103.3% |
| 3Y | +489.9% | +1.5% | +488.3% | +509.0% |
| All | +489.9% | +1.5% | +488.3% | +509.0% |
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