+54.4%
ED vs FGI
-70.4%
+124.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -0.1% | +65.4% | -65.5% | +0.1% |
| 3M | +3.9% | +23.5% | -19.6% | +4.1% |
| 6M | -3.0% | +60.5% | -63.6% | -2.6% |
| YTD | +10.7% | +30.0% | -19.3% | +11.1% |
| 1Y | +13.3% | +82.1% | -68.7% | +14.2% |
| 3Y | +34.5% | -4.4% | +38.9% | +35.8% |
| All | +54.4% | -70.4% | +124.7% | +56.6% |
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