+71.5%
ED vs FGI
-68.3%
+139.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.1% |
| 7D | -0.9% | +6.9% | -7.8% | -0.9% |
| 30D | +11.2% | +3.9% | +7.3% | +11.2% |
| 3M | +11.8% | +74.3% | -62.5% | +12.1% |
| 6M | +14.1% | +28.9% | -14.9% | +14.3% |
| YTD | +23.0% | +39.1% | -16.2% | +23.5% |
| 1Y | +23.7% | +49.3% | -25.7% | +24.2% |
| 3Y | +47.7% | +5.7% | +42.0% | +49.2% |
| All | +71.5% | -68.3% | +139.8% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling