+64.7%
EFA vs FGI
-69.8%
+134.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +1.2% | +5.2% | -4.0% | +1.1% |
| 30D | -0.7% | +65.2% | -65.9% | -1.7% |
| 3M | +6.4% | +30.2% | -23.8% | +5.6% |
| 6M | +11.4% | +87.8% | -76.4% | +9.4% |
| YTD | +14.0% | +32.5% | -18.5% | +12.4% |
| 1Y | +20.2% | +93.6% | -73.4% | +17.3% |
| 3Y | +68.2% | -2.6% | +70.8% | +64.9% |
| All | +64.7% | -69.8% | +134.5% | +63.2% |
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