+555.2%
EAT vs FGI
-70.4%
+625.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.6% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +1.9% | +65.4% | -63.5% | +1.5% |
| 3M | +68.7% | +23.5% | +45.2% | +68.4% |
| 6M | +66.9% | +60.5% | +6.4% | +64.8% |
| YTD | +60.4% | +30.0% | +30.4% | +58.8% |
| 1Y | +44.0% | +82.1% | -38.1% | +41.1% |
| 3Y | +604.7% | -4.4% | +609.1% | +590.8% |
| All | +555.2% | -70.4% | +625.5% | +562.5% |
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 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