+507.3%
EAT vs FGI
+2.3%
+504.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -3.3% | -11.6% | +8.3% | -3.4% |
| 30D | +11.7% | -3.3% | +15.0% | +11.7% |
| 3M | -5.9% | +65.6% | -71.5% | -5.2% |
| 6M | +46.7% | -2.8% | +49.5% | +47.8% |
| YTD | +48.2% | +30.1% | +18.0% | +49.2% |
| 1Y | +105.4% | +50.2% | +55.3% | +106.8% |
| All | +507.3% | +2.3% | +504.9% | +527.0% |
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