+71.7%
ED vs FGI
-66.3%
+138.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | +0.1% |
| 7D | -1.7% | +13.5% | -15.2% | -1.7% |
| 30D | +10.7% | +17.1% | -6.4% | +10.7% |
| 3M | +11.6% | +78.0% | -66.4% | +12.0% |
| 6M | +13.5% | +46.4% | -32.9% | +13.8% |
| YTD | +23.1% | +47.7% | -24.6% | +23.7% |
| 1Y | +23.1% | +56.8% | -33.7% | +23.7% |
| 3Y | +47.9% | +12.3% | +35.7% | +49.4% |
| All | +71.7% | -66.3% | +138.0% | +74.3% |
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