+65.6%
EFA vs FGI
-70.4%
+136.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | +0.6% | +0.5% | 0.0% | +0.6% |
| 30D | +0.9% | +65.4% | -64.5% | -0.1% |
| 3M | +4.9% | +23.5% | -18.6% | +4.1% |
| 6M | +8.6% | +60.5% | -52.0% | +6.8% |
| YTD | +14.6% | +30.0% | -15.4% | +13.0% |
| 1Y | +22.6% | +82.1% | -59.4% | +19.7% |
| 3Y | +66.5% | -4.4% | +70.9% | +63.2% |
| All | +65.6% | -70.4% | +136.0% | +64.1% |
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