+74.7%
ED vs FGI
-70.3%
+145.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| 6M | +13.1% | -2.8% | +15.9% | +13.2% |
| YTD | +25.3% | +30.1% | -4.9% | +25.8% |
| 1Y | +30.5% | +50.2% | -19.6% | +31.1% |
| 3Y | +49.3% | -0.4% | +49.8% | +50.8% |
| All | +74.7% | -70.3% | +145.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling