+89.7%
EFV vs FGI
+12.3%
+77.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.2% |
| 7D | +0.7% | +13.5% | -12.8% | +0.7% |
| 30D | +2.0% | +17.1% | -15.1% | +2.0% |
| 3M | -1.6% | +78.0% | -79.7% | -2.0% |
| 6M | +5.8% | +46.4% | -40.7% | +5.4% |
| YTD | +15.6% | +47.7% | -32.1% | +15.0% |
| 1Y | +19.0% | +56.8% | -37.8% | +18.3% |
| All | +89.7% | +12.3% | +77.5% | +91.0% |
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