+48.6%
ED vs FGI
+2.3%
+46.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +5.2% | -11.6% | +16.7% | +5.1% |
| 30D | +15.5% | -3.3% | +18.8% | +15.5% |
| 3M | +13.0% | +65.6% | -52.5% | +13.6% |
| 6M | +13.1% | -2.8% | +15.9% | +13.4% |
| YTD | +25.3% | +30.1% | -4.9% | +26.3% |
| 1Y | +30.5% | +50.2% | -19.6% | +31.9% |
| All | +48.6% | +2.3% | +46.2% | +53.8% |
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